Victory Securities (Hold Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.64% (+10.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4661 | 2.60 | |
| 0.2737 | 3.44 | |
| 0.4644 | 4.03 | |
| -3.9300 | -1.38 | |
| 9.0559 | 2.19 | |
| -8.5883 | -2.49 | |
| 1.3698 | 0.33 | |
| 8.5577 | 2.06 | |
| -18.4465 | -3.51 |
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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