Chase Asia PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.59% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2337 | 3.96 | |
| 0.0609 | 1.56 | |
| 0.5559 | 1.68 | |
| -0.9102 | -1.63 | |
| 3.1379 | 3.83 | |
| -5.9240 | -5.17 |
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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