Premium Caterg (Holding) Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:76.79% (-7.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5289 | 2.73 | |
| 0.1328 | 1.49 | |
| 0.2585 | 0.75 | |
| -304.0754 | -2.51 | |
| 462.3314 | 2.58 | |
| -259.6405 | -2.72 | |
| 174.5677 | 2.30 | |
| -83.6579 | -1.10 | |
| -6.3960 | -0.09 | |
| 23.5042 | 0.58 |
Estimation Period:
Sep 25, 2024 to Sep 26, 2025
Sep 25, 2024 to Sep 26, 2025
News Impact Curve
Volatility Forecasts
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