Valor Estate Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.52% (-13.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3941 | 6.38 | |
| 0.1434 | 4.98 | |
| 0.6097 | 8.73 | |
| -0.5824 | -3.61 | |
| 0.7398 | 3.03 | |
| -0.3027 | -1.87 | |
| 0.3429 | 2.44 | |
| -0.3663 | -2.65 | |
| 0.2509 | 1.73 | |
| -0.1335 | -1.04 | |
| 0.0789 | 0.93 |
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Feb 24, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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