Ph Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.26% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2120 | 2.84 | |
| 0.1804 | 6.34 | |
| 0.7446 | 15.17 | |
| 0.1263 | 0.27 | |
| 0.4093 | 0.55 | |
| -0.8231 | -1.16 | |
| 0.0604 | 0.08 | |
| 0.6408 | 1.14 | |
| -0.7052 | -1.98 | |
| 0.3182 | 0.93 | |
| 0.0006 | 0.00 |
Estimation Period:
Mar 19, 2012 to Feb 13, 2026
Mar 19, 2012 to Feb 13, 2026
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