TSF Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.43% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0321 | 6.23 | |
| 0.1146 | 4.05 | |
| 0.7053 | 9.01 | |
| 0.0910 | 0.21 | |
| 0.0317 | 0.05 | |
| -0.5165 | -1.19 | |
| 1.2116 | 2.76 | |
| -1.6305 | -3.11 | |
| 1.4313 | 2.05 |
Estimation Period:
Mar 27, 2018 to Feb 6, 2026
Mar 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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