Prime Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.11% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5421 | 6.90 | |
| 0.1283 | 7.41 | |
| 0.6472 | 12.37 | |
| -0.1342 | -4.03 | |
| 0.1500 | 3.22 | |
| -0.0274 | -1.00 | |
| 0.0526 | 1.81 | |
| -0.0879 | -3.48 | |
| 0.0613 | 2.67 | |
| -0.0049 | -0.30 |
Estimation Period:
Apr 3, 1995 to Feb 6, 2026
Apr 3, 1995 to Feb 6, 2026
News Impact Curve
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