BTS Group Holdings PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.51% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3379 | 4.41 | |
| 0.0975 | 7.87 | |
| 0.8453 | 40.25 | |
| 0.0166 | 0.20 | |
| 0.1276 | 1.07 | |
| -0.3072 | -3.24 | |
| 0.2003 | 1.46 | |
| -0.0836 | -0.53 | |
| 0.0601 | 0.46 | |
| 0.0466 | 0.51 | |
| -0.0677 | -0.92 | |
| 0.0714 | 0.88 | |
| -0.1331 | -1.71 |
Estimation Period:
Mar 1, 1991 to Feb 6, 2026
Mar 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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