Horizon Securities Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.87% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4452 | 6.14 | |
| 0.1457 | 6.03 | |
| 0.7701 | 20.18 | |
| 0.0808 | 1.01 | |
| -0.1441 | -1.16 | |
| 0.0719 | 0.78 | |
| 0.0052 | 0.05 | |
| -0.0903 | -0.80 | |
| 0.3279 | 2.95 | |
| -0.5256 | -4.16 | |
| 0.4285 | 2.51 |
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Sep 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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