IODM Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:90.65% (-4.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6334 | 5.04 | |
| 0.1514 | 6.58 | |
| 0.7478 | 19.37 | |
| -0.3280 | -1.20 | |
| 0.3292 | 0.82 | |
| 0.4191 | 1.39 | |
| -1.1253 | -3.25 | |
| 0.8436 | 2.66 | |
| 0.1316 | 0.50 | |
| -0.4924 | -1.96 | |
| 0.9184 | 3.12 |
Estimation Period:
Nov 18, 2003 to Feb 6, 2026
Nov 18, 2003 to Feb 6, 2026
News Impact Curve
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