Valor Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.73% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8688 | 6.70 | |
| 0.1284 | 6.00 | |
| 0.7335 | 19.98 | |
| -0.0011 | -0.03 | |
| -0.0492 | -1.00 | |
| 0.1013 | 2.70 | |
| -0.0812 | -2.61 | |
| 0.0339 | 1.46 | |
| 0.0052 | 0.35 |
Estimation Period:
Nov 29, 1993 to Feb 13, 2026
Nov 29, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Valor Holdings Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities