Oasis Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:85.04% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8922 | 3.30 | |
| 0.1090 | 4.54 | |
| 0.8529 | 22.41 | |
| -0.0111 | -0.05 | |
| -0.0400 | -0.13 | |
| -0.1547 | -0.56 | |
| 0.7781 | 2.64 | |
| -0.9782 | -3.46 | |
| 0.4737 | 2.37 |
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Jul 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Oasis Securities Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities