Trematon Capital Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:83.26% (+11.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0137 | 7.82 | |
| 0.1099 | 4.88 | |
| 0.7299 | 13.17 | |
| -0.0153 | -0.08 | |
| 0.1260 | 0.44 | |
| -0.4489 | -2.11 | |
| 0.5334 | 2.50 | |
| -0.1218 | -0.63 | |
| -0.2863 | -1.56 | |
| 0.6853 | 3.66 | |
| -0.9249 | -4.64 | |
| 0.6574 | 3.08 | |
| -0.2664 | -1.61 |
Estimation Period:
Dec 19, 1997 to Jan 30, 2026
Dec 19, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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