Caida Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.51% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3350 | 3.76 | |
| 0.1548 | 2.78 | |
| 0.6561 | 5.58 | |
| -0.2564 | -0.61 | |
| 0.7539 | 1.21 | |
| -1.2436 | -1.96 |
Estimation Period:
May 7, 2021 to Jan 30, 2026
May 7, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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