Elixir Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.18% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3198 | 8.31 | |
| 0.1644 | 7.86 | |
| 0.5915 | 11.41 | |
| 0.2187 | 1.20 | |
| -0.5423 | -1.98 | |
| 0.7459 | 4.09 | |
| -0.6630 | -4.40 | |
| 0.3384 | 2.44 | |
| -0.2557 | -1.73 | |
| 0.3220 | 2.06 | |
| -0.1521 | -0.88 | |
| -0.1597 | -0.77 | |
| 0.2317 | 1.43 |
Estimation Period:
Oct 30, 2008 to Feb 6, 2026
Oct 30, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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