BTS Group Holdings PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:75.17% (+8.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4164 | 6.22 | |
| 0.0946 | 8.37 | |
| 0.8602 | 49.28 | |
| 0.0678 | 3.69 | |
| -0.1236 | -4.14 | |
| 0.0611 | 2.78 | |
| 0.0283 | 1.55 | |
| -0.0137 | -0.59 |
Estimation Period:
Mar 1, 1991 to Feb 13, 2026
Mar 1, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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