UOB-Kay Hian Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
25.62%
decreased by 2.27%
1 Week
25.48%
decreased by 2.41%
1 Month
25.28%
decreased by 2.61%
Analysis last updated: Tuesday, June 23, 2026 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5123 | 5.12 | |
| 0.1868 | 8.29 | |
| 0.6363 | 16.53 | |
| -0.0477 | -0.79 | |
| 0.1424 | 1.57 | |
| -0.2533 | -4.31 | |
| 0.3095 | 5.56 | |
| -0.2105 | -3.96 | |
| -0.0128 | -0.27 | |
| 0.1987 | 3.97 | |
| -0.1701 | -3.21 | |
| 0.0688 | 1.10 | |
| -0.0514 | -0.98 |
Estimation Period:
Nov 14, 1990 to Jun 19, 2026
Nov 14, 1990 to Jun 19, 2026
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