Emperor Capital Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.12% (+7.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6559 | 4.64 | |
| 0.1812 | 5.33 | |
| 0.6907 | 13.12 | |
| -0.1568 | -0.76 | |
| 0.4341 | 1.46 | |
| -0.5046 | -2.38 | |
| 0.6742 | 2.90 | |
| -1.0935 | -4.37 | |
| 1.1200 | 4.19 | |
| -0.5339 | -2.11 | |
| 0.1208 | 0.44 | |
| -0.0952 | -0.28 | |
| -0.4020 | -0.87 |
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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