Sparx Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.77% (-4.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9665 | 2.48 | |
| 0.1432 | 3.73 | |
| 0.7667 | 23.20 | |
| 0.0021 | 0.01 | |
| -0.0109 | -0.04 | |
| 0.0486 | 0.24 | |
| -0.0303 | -0.22 | |
| -0.1354 | -1.26 | |
| 0.2727 | 2.38 | |
| -0.1976 | -1.61 | |
| -0.0171 | -0.11 | |
| 0.3331 | 1.07 |
Estimation Period:
Mar 4, 2002 to Feb 10, 2026
Mar 4, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Sparx Group Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities