Autobacs Seven Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.53% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1239 | 6.56 | |
| 0.1372 | 5.08 | |
| 0.7022 | 13.17 | |
| 0.0932 | 2.66 | |
| -0.1938 | -3.84 | |
| 0.1716 | 5.05 | |
| -0.1150 | -2.41 | |
| 0.0546 | 0.86 | |
| 0.0019 | 0.04 | |
| -0.0433 | -1.17 | |
| 0.0595 | 2.10 |
Estimation Period:
Aug 30, 1993 to Feb 6, 2026
Aug 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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