Vintage Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.88% (+17.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5033 | 1.50 | |
| 0.3553 | 2.02 | |
| 0.5074 | 3.80 | |
| -0.9144 | -0.97 | |
| 0.7488 | 0.50 | |
| 1.2185 | 0.85 | |
| -2.8873 | -1.97 | |
| 4.4236 | 4.13 | |
| -4.3208 | -6.05 | |
| 2.0934 | 3.69 | |
| -0.1880 | -0.39 | |
| -0.3976 | -1.22 |
Estimation Period:
Oct 14, 2013 to Jan 30, 2026
Oct 14, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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