Lkp Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.53% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7777 | 10.42 | |
| 0.1473 | 6.09 | |
| 0.7162 | 12.93 | |
| -0.0811 | -5.57 | |
| 0.1089 | 5.92 |
Estimation Period:
Dec 1, 2016 to Feb 6, 2026
Dec 1, 2016 to Feb 6, 2026
News Impact Curve
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