Advantage Risk Mgmt Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.33% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1364 | 5.52 | |
| 0.1685 | 7.19 | |
| 0.7026 | 18.99 | |
| -0.2152 | -1.83 | |
| 0.4312 | 2.32 | |
| -0.4905 | -3.31 | |
| 0.5307 | 4.10 | |
| -0.4286 | -3.82 | |
| 0.2645 | 2.29 | |
| -0.1074 | -0.92 | |
| 0.0153 | 0.17 |
Estimation Period:
Dec 14, 2006 to Feb 6, 2026
Dec 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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