Sysgration Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.27% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9085 | 7.77 | |
| 0.1554 | 7.79 | |
| 0.6086 | 10.15 | |
| -0.0505 | -1.20 | |
| 0.0779 | 1.17 | |
| -0.0514 | -0.75 | |
| 0.0864 | 0.96 | |
| -0.1988 | -2.56 | |
| 0.4051 | 6.20 |
Estimation Period:
Sep 12, 2006 to Jan 30, 2026
Sep 12, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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