Republic Financial Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.27% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8821 | 1.88 | |
| 0.4914 | 5.15 | |
| 0.4703 | 6.70 | |
| -9.2366 | -1.10 | |
| 16.6894 | 1.45 | |
| -16.7949 | -2.63 | |
| 20.9412 | 3.70 | |
| -18.6427 | -2.96 | |
| 7.5152 | 1.34 | |
| 3.7287 | 0.94 | |
| -10.6736 | -2.61 | |
| 12.4285 | 2.63 | |
| -10.0135 | -1.60 |
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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