Smu Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.88% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1002 | 5.07 | |
| 0.1280 | 4.61 | |
| 0.7714 | 22.04 | |
| 0.3310 | 4.89 | |
| -0.6034 | -5.96 | |
| 0.4267 | 4.48 |
Estimation Period:
Jan 24, 2017 to Feb 6, 2026
Jan 24, 2017 to Feb 6, 2026
News Impact Curve
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