Smu Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.88% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0904 | 5.02 | |
| 0.1288 | 4.67 | |
| 0.7724 | 22.31 | |
| 0.3186 | 4.81 | |
| -0.5738 | -6.11 | |
| 0.3644 | 7.85 |
Estimation Period:
Jan 24, 2017 to Feb 6, 2026
Jan 24, 2017 to Feb 6, 2026
News Impact Curve
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