Amtd Idea Group Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.06% (+6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6900 | 2.56 | |
| 0.4455 | 4.54 | |
| 0.2200 | 2.34 | |
| -0.1790 | -0.09 | |
| -0.6527 | -0.26 | |
| 4.1732 | 2.51 | |
| -8.4528 | -4.21 | |
| 8.0715 | 3.90 | |
| -3.0607 | -1.76 | |
| 0.0579 | 0.03 | |
| -1.5181 | -0.67 |
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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