Trematon Capital Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:85.69% (+11.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9905 | 7.68 | |
| 0.1092 | 4.84 | |
| 0.7286 | 12.91 | |
| -0.0383 | -0.21 | |
| 0.1630 | 0.57 | |
| -0.4769 | -2.25 | |
| 0.5577 | 2.62 | |
| -0.1365 | -0.71 | |
| -0.2816 | -1.54 | |
| 0.6846 | 3.69 | |
| -0.9202 | -4.62 | |
| 0.6376 | 2.78 | |
| -0.1981 | -0.64 |
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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