Investor Centre Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:385.31% (-24.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7692 | 5.05 | |
| 0.0881 | 3.78 | |
| 0.8320 | 16.14 | |
| 0.6073 | 1.71 | |
| -1.3204 | -2.39 | |
| 1.7363 | 4.17 | |
| -1.9857 | -4.64 | |
| 0.9516 | 2.20 | |
| 0.9743 | 1.71 | |
| -1.5902 | -1.22 |
Estimation Period:
Jul 31, 2006 to Aug 29, 2025
Jul 31, 2006 to Aug 29, 2025
News Impact Curve
Volatility Forecasts
Other Investor Centre Ltd Analyses
Other Spline-GARCH Analyses on International Equities