Asia Commercial Bank JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.65% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1885 | 4.33 | |
| 0.1332 | 9.46 | |
| 0.8266 | 42.36 | |
| -0.6589 | -3.04 | |
| 1.0984 | 2.92 | |
| -0.8876 | -2.51 | |
| 1.0276 | 2.99 | |
| -0.9463 | -3.51 | |
| 0.5452 | 1.86 | |
| -0.3930 | -1.14 | |
| 0.3559 | 1.06 | |
| -0.0659 | -0.17 |
Estimation Period:
Apr 2, 2007 to Feb 6, 2026
Apr 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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