Ph Capital Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.14% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2128 | 2.81 | |
| 0.1829 | 6.38 | |
| 0.7434 | 15.04 | |
| 0.1152 | 0.25 | |
| 0.4265 | 0.57 | |
| -0.8366 | -1.18 | |
| 0.0814 | 0.11 | |
| 0.5882 | 1.03 | |
| -0.5767 | -1.54 | |
| 0.0211 | 0.05 | |
| 0.7841 | 1.29 |
Estimation Period:
Mar 19, 2012 to Feb 6, 2026
Mar 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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