Caida Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.54% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3289 | 6.70 | |
| 0.1392 | 2.72 | |
| 0.6926 | 6.53 | |
| 0.0438 | 2.75 |
Estimation Period:
May 7, 2021 to Feb 6, 2026
May 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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