Emperor Capital Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.31% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6887 | 4.66 | |
| 0.1883 | 5.42 | |
| 0.6802 | 12.82 | |
| -0.1236 | -0.60 | |
| 0.3810 | 1.29 | |
| -0.4688 | -2.22 | |
| 0.6458 | 2.78 | |
| -1.0744 | -4.32 | |
| 1.1155 | 4.20 | |
| -0.5554 | -2.23 | |
| 0.1992 | 0.77 | |
| -0.3081 | -1.19 | |
| 0.2107 | 1.00 |
Estimation Period:
Jun 6, 2007 to Feb 6, 2026
Jun 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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