Market Connections Asia PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.02% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5363 | 3.27 | |
| 0.0349 | 0.90 | |
| 0.6133 | 1.51 | |
| -1.8331 | -0.37 | |
| 2.1420 | 0.31 | |
| 3.7668 | 1.04 | |
| -10.7642 | -3.15 | |
| 10.7670 | 3.93 |
Estimation Period:
Oct 26, 2023 to Feb 6, 2026
Oct 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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