Value Creation Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.01% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4000 | 2.97 | |
| 0.3926 | 2.34 | |
| 0.2314 | 1.35 | |
| 15.0666 | 1.22 | |
| -20.2468 | -1.08 | |
| -18.4786 | -1.36 | |
| 77.1653 | 5.81 | |
| -98.1667 | -6.92 | |
| 60.8555 | 4.44 | |
| -17.8724 | -2.22 |
Estimation Period:
Nov 22, 2023 to Feb 10, 2026
Nov 22, 2023 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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