Industrial Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.10% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2198 | 4.45 | |
| 0.0782 | 4.69 | |
| 0.8545 | 29.42 | |
| -0.3731 | -1.84 | |
| 0.8418 | 2.79 | |
| -1.1094 | -4.14 | |
| 1.2713 | 4.87 | |
| -0.8645 | -4.01 | |
| 0.0669 | 0.29 | |
| 0.3957 | 1.67 | |
| -0.2992 | -1.53 |
Estimation Period:
Oct 13, 2010 to Feb 6, 2026
Oct 13, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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