Origin Property PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.69% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5693 | 2.80 | |
| 0.0870 | 4.44 | |
| 0.8040 | 18.07 | |
| -0.7864 | -1.66 | |
| 1.1684 | 1.73 | |
| -0.6531 | -1.78 | |
| 0.2773 | 0.93 | |
| 0.3513 | 1.54 | |
| -0.8301 | -3.30 |
Estimation Period:
Oct 7, 2015 to Feb 6, 2026
Oct 7, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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