Victory Securities (Hold Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.59% (+7.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7005 | 1.97 | |
| 0.3163 | 2.84 | |
| 0.5094 | 4.54 | |
| 2.8423 | 0.33 | |
| -7.5893 | -0.63 | |
| 15.9261 | 2.17 | |
| -20.4877 | -2.31 | |
| 12.5538 | 1.28 | |
| -12.5869 | -1.36 | |
| 26.5740 | 2.58 | |
| -31.3338 | -3.43 | |
| 18.7747 | 3.55 |
Estimation Period:
Jul 16, 2018 to Feb 6, 2026
Jul 16, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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