Tuas Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.46% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0538 | 5.87 | |
| 0.1876 | 3.34 | |
| 0.3542 | 2.08 | |
| 3.2795 | 5.04 | |
| -4.9513 | -4.27 | |
| 2.6078 | 2.61 | |
| -1.6616 | -1.92 | |
| 1.5915 | 1.70 | |
| -1.2408 | -1.43 |
Estimation Period:
Jun 30, 2020 to Feb 6, 2026
Jun 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Tuas Limited Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities