Southeast Asia Commercial Joint Stock Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.37% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5693 | 3.40 | |
| 0.3429 | 5.04 | |
| 0.4269 | 4.81 | |
| 6.7982 | 2.07 | |
| -8.9548 | -1.58 | |
| 1.2423 | 0.25 | |
| 7.6619 | 1.62 | |
| -18.5793 | -3.47 | |
| 24.2111 | 4.21 | |
| -22.0455 | -4.00 | |
| 18.4131 | 3.70 | |
| -20.0174 | -3.21 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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