Towellers Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.68% (-7.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1779 | 1,779,180.00 | |
| 0.8221 | 8,220,810.00 | |
| 4.4347 | 44,347,270.00 | |
| -7.3792 | -73,792,210.00 | |
| 3.3858 | 33,857,950.00 | |
| -0.4508 | -4,508,470.00 | |
| -0.1288 | -1,287,680.00 | |
| 0.5913 | 5,912,580.00 | |
| -2.1289 | -21,289,180.00 | |
| 3.8357 | 38,356,680.00 |
Estimation Period:
Aug 5, 1996 to Feb 6, 2026
Aug 5, 1996 to Feb 6, 2026
News Impact Curve
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