abc Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.71% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0790 | 5.11 | |
| 0.2126 | 7.43 | |
| 0.6890 | 16.80 | |
| 0.0465 | 1.16 | |
| -0.1058 | -1.78 | |
| 0.1052 | 2.56 | |
| -0.0468 | -1.19 | |
| -0.0175 | -0.32 |
Estimation Period:
Feb 13, 2006 to Feb 10, 2026
Feb 13, 2006 to Feb 10, 2026
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