Hatton National Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.53% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8229 | 4.70 | |
| 0.1582 | 6.07 | |
| 0.7179 | 17.04 | |
| -0.1738 | -2.29 | |
| 0.1690 | 1.58 | |
| 0.0590 | 0.92 | |
| 0.0541 | 0.89 | |
| -0.2657 | -4.67 | |
| 0.2067 | 4.85 |
Estimation Period:
Feb 19, 2007 to Feb 6, 2026
Feb 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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