1St Capital Securities Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.80% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1819 | 6.88 | |
| 0.2014 | 7.23 | |
| 0.5178 | 8.15 | |
| 0.2422 | 2.30 | |
| -0.2019 | -1.19 | |
| -0.2039 | -1.63 | |
| 0.3349 | 2.89 | |
| -0.3447 | -2.85 | |
| 0.3924 | 3.27 | |
| -0.4984 | -4.81 | |
| 0.5298 | 4.73 | |
| -0.3866 | -1.87 |
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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