Valor Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.54% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8966 | 6.14 | |
| 0.1300 | 5.71 | |
| 0.7140 | 17.48 | |
| 0.0256 | 0.43 | |
| -0.0762 | -0.85 | |
| 0.0259 | 0.43 | |
| 0.1071 | 1.58 | |
| -0.1635 | -2.54 | |
| 0.1431 | 3.21 | |
| -0.1407 | -3.33 | |
| 0.2223 | 3.27 |
Estimation Period:
Nov 29, 1993 to Feb 13, 2026
Nov 29, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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