Index Living Mall PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.63% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6089 | 3.87 | |
| 0.0405 | 1.42 | |
| 0.1448 | 0.26 | |
| -4.6337 | -2.86 | |
| 5.2945 | 2.42 | |
| 0.5270 | 0.43 | |
| -3.3613 | -2.94 | |
| 4.3137 | 4.21 | |
| -3.8188 | -4.19 | |
| 2.9471 | 3.32 | |
| -1.9604 | -2.36 | |
| 0.9664 | 1.61 |
Estimation Period:
Jul 26, 2019 to Feb 6, 2026
Jul 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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