Takuni Group Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.45% (+13.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8633 | 3.86 | |
| 0.1669 | 4.46 | |
| 0.6523 | 8.64 | |
| -0.6603 | -1.65 | |
| 0.9519 | 1.61 | |
| -0.1984 | -0.45 | |
| 0.1420 | 0.32 | |
| -0.5575 | -1.23 | |
| 0.1850 | 0.43 | |
| 0.7039 | 1.64 | |
| -1.6307 | -2.25 |
Estimation Period:
Aug 20, 2014 to Feb 6, 2026
Aug 20, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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