S P Capital Financing Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.84% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2245 | 4.64 | |
| 0.0897 | 5.60 | |
| 0.8305 | 21.43 | |
| -0.0113 | -0.07 | |
| -0.1733 | -0.70 | |
| 0.4428 | 1.97 | |
| -0.6320 | -2.49 | |
| 1.0217 | 3.24 | |
| -1.0936 | -3.11 | |
| 0.6483 | 2.17 | |
| -0.3119 | -1.10 |
Estimation Period:
Mar 15, 2012 to Feb 6, 2026
Mar 15, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S P Capital Financing Ltd Analyses
Other Spline-GARCH Analyses on International Equities