Titan Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.89% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2111 | 7.81 | |
| 0.1911 | 8.00 | |
| 0.6662 | 16.78 | |
| 0.1632 | 0.83 | |
| -0.5345 | -1.61 | |
| 0.8148 | 2.63 | |
| -0.5975 | -1.91 | |
| 0.1633 | 0.59 | |
| 0.3001 | 1.26 | |
| -0.9356 | -3.70 | |
| 1.0510 | 3.83 | |
| -0.5128 | -2.25 | |
| 0.0705 | 0.50 |
Estimation Period:
Feb 9, 2009 to Feb 6, 2026
Feb 9, 2009 to Feb 6, 2026
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