Pakka Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.02% (-4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7460 | 7.85 | |
| 0.1308 | 5.44 | |
| 0.6962 | 10.41 | |
| -0.0578 | -3.39 | |
| 0.0731 | 2.86 | |
| -0.0156 | -1.07 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities