Cosmo First Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.20% (-5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5752 | 5.73 | |
| 0.1590 | 7.74 | |
| 0.6941 | 20.12 | |
| -0.2318 | -3.78 | |
| 0.2158 | 2.42 | |
| 0.0763 | 1.64 | |
| -0.1308 | -2.62 | |
| 0.2017 | 3.52 | |
| -0.2597 | -4.04 | |
| 0.2440 | 4.07 | |
| -0.2102 | -3.72 | |
| 0.1282 | 2.91 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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