Summit Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.57% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1749 | 5.25 | |
| 0.1756 | 6.34 | |
| 0.6133 | 10.52 | |
| 0.4023 | 2.21 | |
| -0.6553 | -2.32 | |
| 0.3029 | 1.31 | |
| -0.1273 | -0.60 | |
| 0.2896 | 1.59 | |
| -0.3255 | -1.80 | |
| 0.2473 | 1.24 | |
| -0.7340 | -2.21 |
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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