Picic Insurance Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:78.84% (-5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8042 | 8.89 | |
| 0.1509 | 6.90 | |
| 0.6940 | 13.57 | |
| -0.1500 | -1.81 | |
| 0.2026 | 1.50 | |
| -0.0589 | -0.55 | |
| 0.1361 | 1.24 | |
| -0.3491 | -3.11 | |
| 0.3932 | 3.85 | |
| -0.3564 | -3.07 |
Estimation Period:
Apr 10, 2008 to Feb 6, 2026
Apr 10, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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