Grand Fortune Securities Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.92% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6055 | 1.93 | |
| 0.1393 | 4.08 | |
| 0.6756 | 9.18 | |
| -1.2226 | -1.36 | |
| 2.0717 | 1.69 | |
| -1.7737 | -2.69 | |
| 2.0733 | 3.53 | |
| -2.0016 | -4.34 | |
| 1.0105 | 2.33 | |
| -0.1355 | -0.30 | |
| 0.0237 | 0.07 |
Estimation Period:
Sep 30, 2014 to Jan 30, 2026
Sep 30, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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