Value Hr Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.78% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7075 | 2.85 | |
| 0.2428 | 4.01 | |
| 0.5274 | 7.27 | |
| -0.5520 | -0.79 | |
| 0.9851 | 0.93 | |
| -0.3972 | -0.65 | |
| -0.2823 | -0.69 | |
| 0.5690 | 1.42 | |
| -0.7911 | -1.54 | |
| 0.9491 | 1.86 | |
| -0.9737 | -1.72 |
Estimation Period:
Oct 4, 2013 to Feb 10, 2026
Oct 4, 2013 to Feb 10, 2026
News Impact Curve
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