Republic Financial Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.13% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8969 | 1.87 | |
| 0.4950 | 5.12 | |
| 0.4653 | 6.52 | |
| -8.9041 | -1.07 | |
| 16.0931 | 1.41 | |
| -16.2689 | -2.56 | |
| 20.4548 | 3.62 | |
| -18.3021 | -2.91 | |
| 7.4067 | 1.32 | |
| 3.5732 | 0.91 | |
| -10.1612 | -2.56 | |
| 11.2638 | 2.82 | |
| -7.0509 | -2.54 |
Estimation Period:
Oct 29, 2019 to Feb 6, 2026
Oct 29, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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