Chorus Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.30% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9759 | 6.31 | |
| 0.1812 | 3.77 | |
| 0.1432 | 1.22 | |
| -0.0794 | -0.56 | |
| -0.0397 | -0.18 | |
| 0.3387 | 2.45 | |
| -0.3914 | -4.33 | |
| 0.2051 | 2.00 | |
| 0.0123 | 0.07 |
Estimation Period:
Nov 21, 2011 to Feb 6, 2026
Nov 21, 2011 to Feb 6, 2026
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