Thaire Life Assurance Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.12% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2969 | 4.08 | |
| 0.0707 | 3.67 | |
| 0.8502 | 21.50 | |
| 0.4383 | 0.65 | |
| -0.7668 | -0.79 | |
| 1.3564 | 2.00 | |
| -2.3722 | -2.41 | |
| 2.7045 | 2.36 | |
| -2.3212 | -2.40 | |
| 1.4408 | 1.95 | |
| -0.8467 | -1.32 | |
| 0.4604 | 0.53 | |
| -0.0876 | -0.07 |
Estimation Period:
Nov 19, 2013 to Feb 6, 2026
Nov 19, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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