Value Creation Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.47% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3166 | 3.07 | |
| 0.3476 | 2.43 | |
| 0.2092 | 1.16 | |
| 13.7437 | 1.14 | |
| -17.9799 | -0.98 | |
| -20.5913 | -1.51 | |
| 80.7421 | 6.16 | |
| -105.9434 | -7.81 | |
| 78.6856 | 5.43 | |
| -66.4757 | -3.36 |
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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