Sambest Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.90% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8389 | 4.30 | |
| 0.1210 | 3.91 | |
| 0.6966 | 8.41 | |
| -0.1804 | -0.23 | |
| -0.0827 | -0.06 | |
| 0.2897 | 0.27 | |
| 0.3262 | 0.37 | |
| -1.2496 | -1.48 | |
| 2.0898 | 2.22 | |
| -2.5463 | -2.65 | |
| 2.7844 | 3.00 | |
| -1.8671 | -2.11 | |
| -0.9919 | -0.74 |
Estimation Period:
Jan 12, 2016 to Feb 11, 2026
Jan 12, 2016 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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