Octal Credit Capital Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:84.30% (-4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3469 | 3,468,640.00 | |
| 0.1271 | 1,271,490.00 | |
| 0.8728 | 8,728,490.00 | |
| 8.0263 | 80,263,110.00 | |
| -30.5762 | -305,762,000.00 | |
| 51.3919 | 513,919,400.00 | |
| -48.5284 | -485,283,600.00 | |
| 27.2430 | 272,430,100.00 | |
| -11.7802 | -117,802,000.00 | |
| 8.8925 | 88,924,580.00 | |
| -8.0277 | -80,277,020.00 | |
| 4.4766 | 44,766,160.00 | |
| -1.0912 | -10,912,450.00 |
Estimation Period:
Mar 26, 2015 to Feb 6, 2026
Mar 26, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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