Chase Asia PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.54% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9666 | 5.11 | |
| 0.0780 | 1.66 | |
| 0.5243 | 1.77 | |
| -6.0842 | -1.43 | |
| 8.6391 | 1.34 | |
| -3.7131 | -1.03 | |
| 6.5474 | 2.27 | |
| -12.1765 | -3.74 | |
| 9.3630 | 3.26 |
Estimation Period:
Feb 21, 2023 to Feb 6, 2026
Feb 21, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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