Amtd Idea Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.55% (+4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6859 | 2.56 | |
| 0.4427 | 4.49 | |
| 0.2196 | 2.32 | |
| -0.2094 | -0.11 | |
| -0.5928 | -0.24 | |
| 4.1028 | 2.48 | |
| -8.3487 | -4.17 | |
| 7.8935 | 3.84 | |
| -2.7187 | -1.63 | |
| -0.6847 | -0.45 | |
| 0.6109 | 0.48 |
Estimation Period:
Aug 5, 2019 to Feb 13, 2026
Aug 5, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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