Namyong Terminal PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.99% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9076 | 2.45 | |
| 0.0454 | 4.55 | |
| 0.9153 | 38.03 | |
| -0.4950 | -0.93 | |
| 0.8513 | 1.25 | |
| -0.8087 | -2.23 | |
| 1.2463 | 3.50 | |
| -1.6630 | -4.31 | |
| 1.5179 | 3.80 | |
| -1.1307 | -2.91 | |
| 0.6921 | 2.13 |
Estimation Period:
Nov 25, 2013 to Feb 6, 2026
Nov 25, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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