Sanei Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.82% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6269 | 2.59 | |
| 0.4403 | 3.43 | |
| 0.3701 | 3.25 | |
| -2.8623 | -1.20 | |
| 3.3730 | 1.00 | |
| 1.7919 | 0.92 | |
| -2.7283 | -1.24 | |
| -2.3278 | -0.83 | |
| 6.6412 | 2.40 | |
| -11.7902 | -2.53 |
Estimation Period:
Dec 25, 2020 to Feb 10, 2026
Dec 25, 2020 to Feb 10, 2026
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