Phu Tai Corporation Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.77% (-4.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4205 | 8.56 | |
| 0.1260 | 5.84 | |
| 0.6351 | 9.09 | |
| 0.0859 | 1.52 | |
| -0.1266 | -1.49 | |
| 0.1474 | 2.35 | |
| -0.2715 | -3.61 | |
| 0.4285 | 2.41 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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