Pasco Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.22% (-8.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4383 | 4.00 | |
| 0.1686 | 4.92 | |
| 0.7160 | 11.40 | |
| -0.2113 | -0.54 | |
| -0.1421 | -0.23 | |
| 0.6663 | 1.03 | |
| -0.6745 | -0.89 | |
| 0.9119 | 1.49 | |
| -0.8135 | -1.69 | |
| 0.0584 | 0.14 | |
| 0.5662 | 1.06 | |
| -1.1883 | -1.67 | |
| 2.3120 | 2.69 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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