Index Living Mall PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.58% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6305 | 4.76 | |
| 0.0453 | 1.39 | |
| 0.1124 | 0.23 | |
| -3.5881 | -3.95 | |
| 5.3896 | 4.03 | |
| -3.1152 | -3.88 | |
| 2.2148 | 3.74 | |
| -1.5707 | -3.11 | |
| 1.4860 | 2.64 | |
| -2.3649 | -2.63 |
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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