Industrial Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.63% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2217 | 4.48 | |
| 0.0793 | 4.64 | |
| 0.8488 | 28.09 | |
| -0.3759 | -1.87 | |
| 0.8528 | 2.87 | |
| -1.1298 | -4.32 | |
| 1.2994 | 5.10 | |
| -0.9058 | -4.25 | |
| 0.1385 | 0.58 | |
| 0.2516 | 0.89 | |
| 0.0579 | 0.14 |
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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