Oriental Weavers Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:20.48% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6643 | 4.50 | |
| 0.0882 | 5.66 | |
| 0.8511 | 30.56 | |
| -0.3464 | -2.40 | |
| 0.4048 | 2.17 | |
| 0.0164 | 0.15 | |
| -0.2170 | -1.44 | |
| 0.3349 | 2.11 | |
| -0.3363 | -2.77 | |
| 0.2034 | 1.83 | |
| -0.0938 | -0.64 | |
| 0.1186 | 0.72 | |
| -0.4407 | -2.08 |
Estimation Period:
Jan 20, 1999 to Feb 5, 2026
Jan 20, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Oriental Weavers Analyses
Other Spline-GARCH Analyses on International Equities