Prime Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.87% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5150 | 5.33 | |
| 0.1317 | 7.59 | |
| 0.6197 | 11.19 | |
| -0.1799 | -2.82 | |
| 0.1775 | 1.96 | |
| 0.0047 | 0.08 | |
| -0.0186 | -0.42 | |
| 0.0967 | 2.84 | |
| -0.1776 | -4.87 | |
| 0.1514 | 4.24 | |
| -0.1083 | -2.46 | |
| 0.1733 | 2.75 |
Estimation Period:
Apr 3, 1995 to Feb 6, 2026
Apr 3, 1995 to Feb 6, 2026
News Impact Curve
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