Glory Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.68% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2683 | 7.26 | |
| 0.1665 | 10.13 | |
| 0.6736 | 21.38 | |
| -0.0359 | -0.91 | |
| 0.1388 | 2.23 | |
| -0.2292 | -4.20 | |
| 0.2183 | 3.64 | |
| -0.1578 | -2.93 | |
| 0.1080 | 2.69 | |
| -0.0643 | -1.85 | |
| 0.0355 | 1.07 | |
| -0.0050 | -0.13 | |
| -0.0336 | -0.43 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities