Market Connections Asia PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.26% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0192 | 4.64 | |
| 0.0517 | 1.39 | |
| 0.6541 | 2.21 | |
| 1.5435 | 2.43 | |
| -3.2111 | -2.73 |
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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