Quest Capital Markets Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.67% (+3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9614 | 7.03 | |
| 0.1238 | 6.26 | |
| 0.8152 | 29.84 | |
| -0.0179 | -2.07 | |
| 0.0251 | 2.29 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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