CTF Services Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.95% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0380 | 5.76 | |
| 0.1601 | 8.39 | |
| 0.7576 | 23.71 | |
| -0.0136 | -0.20 | |
| -0.0760 | -0.74 | |
| 0.2751 | 4.19 | |
| -0.3527 | -5.39 | |
| 0.2814 | 4.00 | |
| -0.1617 | -2.33 | |
| 0.0622 | 0.90 | |
| 0.0332 | 0.33 | |
| -0.2255 | -1.02 |
Estimation Period:
Apr 25, 1997 to Feb 6, 2026
Apr 25, 1997 to Feb 6, 2026
News Impact Curve
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