Summit Securities Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.86% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8506 | 16.03 | |
| 0.1330 | 24.55 | |
| 0.7711 | 84.52 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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