Transaction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.03% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3038 | 4.48 | |
| 0.0691 | 3.30 | |
| 0.8662 | 18.10 | |
| -0.2604 | -0.55 | |
| 0.5492 | 0.66 | |
| -0.0145 | -0.02 | |
| -0.9709 | -2.13 | |
| 1.2467 | 3.79 | |
| -0.9077 | -2.81 | |
| 0.7120 | 2.30 | |
| -0.7291 | -1.84 | |
| 0.5861 | 0.93 |
Estimation Period:
Oct 12, 2010 to Feb 10, 2026
Oct 12, 2010 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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