1St Capital Securities Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.85% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1671 | 6.79 | |
| 0.1994 | 7.18 | |
| 0.5224 | 8.23 | |
| 0.2335 | 2.21 | |
| -0.1925 | -1.13 | |
| -0.2010 | -1.60 | |
| 0.3256 | 2.80 | |
| -0.3325 | -2.74 | |
| 0.3789 | 3.15 | |
| -0.4820 | -4.76 | |
| 0.5038 | 5.59 | |
| -0.3255 | -4.43 |
Estimation Period:
Nov 24, 2004 to Feb 6, 2026
Nov 24, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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