Taya Investment Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:31.70% (+6.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9384 | 3.75 | |
| 0.0576 | 3.28 | |
| 0.8107 | 12.08 | |
| -0.7227 | -2.07 | |
| 0.9131 | 1.65 | |
| -0.0221 | -0.05 | |
| -0.0228 | -0.07 | |
| -0.6734 | -2.51 | |
| 1.0721 | 3.73 | |
| -1.0288 | -3.89 | |
| 0.8788 | 3.22 | |
| -0.7267 | -2.35 | |
| 0.5067 | 2.08 |
Estimation Period:
May 2, 2011 to Feb 12, 2026
May 2, 2011 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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