Saibu Gas Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.92% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7301 | 5.91 | |
| 0.1240 | 5.27 | |
| 0.7712 | 22.46 | |
| -0.0632 | -1.33 | |
| 0.1035 | 1.54 | |
| -0.0808 | -2.22 | |
| 0.1097 | 3.54 | |
| -0.1012 | -2.98 | |
| 0.0308 | 0.80 | |
| 0.0300 | 0.75 | |
| -0.0817 | -1.79 | |
| 0.0795 | 2.00 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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