Sparx Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.08% (-5.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8588 | 2.69 | |
| 0.1332 | 3.58 | |
| 0.7920 | 23.34 | |
| -0.0464 | -0.56 | |
| 0.1078 | 0.96 | |
| -0.1263 | -2.39 | |
| 0.1079 | 2.93 | |
| -0.0588 | -1.57 | |
| 0.0292 | 0.85 |
Estimation Period:
Mar 4, 2002 to Feb 10, 2026
Mar 4, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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