Advanced Info Service PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.87% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5407 | 6.97 | |
| 0.0926 | 7.22 | |
| 0.8233 | 39.14 | |
| 0.2387 | 4.48 | |
| -0.4079 | -4.71 | |
| 0.2340 | 3.68 | |
| -0.0482 | -1.00 | |
| -0.0644 | -0.86 | |
| 0.0912 | 0.95 | |
| -0.0952 | -1.28 | |
| 0.1057 | 1.95 | |
| -0.0799 | -1.24 | |
| 0.0949 | 1.15 |
Estimation Period:
Dec 30, 1991 to Feb 6, 2026
Dec 30, 1991 to Feb 6, 2026
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