Valor Estate Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.70% (-13.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3913 | 6.33 | |
| 0.1450 | 4.99 | |
| 0.6078 | 8.67 | |
| -0.5925 | -3.66 | |
| 0.7558 | 3.09 | |
| -0.3125 | -1.93 | |
| 0.3477 | 2.46 | |
| -0.3629 | -2.59 | |
| 0.2295 | 1.54 | |
| -0.0717 | -0.50 | |
| -0.0924 | -0.52 |
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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