Summit Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.79% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7369 | 6.73 | |
| 0.1696 | 6.25 | |
| 0.6541 | 12.38 | |
| -0.0835 | -4.33 | |
| 0.1313 | 5.03 | |
| -0.0643 | -5.52 |
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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