Trucap Finance Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.54% (-3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9645 | 3.55 | |
| 0.2805 | 6.57 | |
| 0.5411 | 9.66 | |
| 1.3292 | 2.84 | |
| -2.0773 | -2.89 | |
| 1.2294 | 2.15 | |
| -0.8590 | -1.77 | |
| 0.3398 | 0.89 | |
| 0.3530 | 0.76 |
Estimation Period:
Feb 9, 2017 to Feb 6, 2026
Feb 9, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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