Centrum Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.64% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3272 | 10.93 | |
| 0.2421 | 7.78 | |
| 0.5403 | 10.32 | |
| 0.0402 | 3.88 | |
| -0.0508 | -3.23 | |
| 0.0103 | 1.19 |
Estimation Period:
Oct 17, 2007 to Feb 13, 2026
Oct 17, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Centrum Capital Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities