Beyond Securities Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:97.13% (-6.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5690 | 4.18 | |
| 0.1642 | 5.44 | |
| 0.7494 | 17.51 | |
| -0.1652 | -1.17 | |
| 0.5840 | 2.44 | |
| -0.7229 | -3.11 | |
| 0.4318 | 1.87 | |
| -0.2774 | -1.70 | |
| 0.1563 | 1.10 | |
| 0.3976 | 2.79 | |
| -0.9072 | -5.86 | |
| 0.8055 | 4.80 | |
| -0.4086 | -3.07 |
Estimation Period:
Aug 14, 2001 to Feb 13, 2026
Aug 14, 2001 to Feb 13, 2026
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