Pss Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.93% (+6.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9907 | 2.21 | |
| 0.1632 | 2.73 | |
| 0.4062 | 2.04 | |
| -13.5088 | -0.93 | |
| 15.2342 | 0.71 | |
| 7.4924 | 0.58 | |
| -13.4623 | -1.36 | |
| -5.8228 | -0.69 | |
| 26.4574 | 2.61 | |
| -32.6344 | -2.54 | |
| 29.4235 | 2.36 | |
| -31.3822 | -2.28 |
Estimation Period:
Jan 6, 2023 to Feb 6, 2026
Jan 6, 2023 to Feb 6, 2026
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