Cil Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.95% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3766 | 3.73 | |
| 0.1034 | 6.35 | |
| 0.8687 | 38.92 | |
| 0.5582 | 3.36 | |
| -0.8603 | -3.70 | |
| 0.4403 | 3.49 | |
| -0.2425 | -2.04 | |
| 0.1576 | 1.66 |
Estimation Period:
Jul 3, 2012 to Feb 6, 2026
Jul 3, 2012 to Feb 6, 2026
News Impact Curve
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