Vintage Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.42% (+20.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5032 | 1.49 | |
| 0.3558 | 2.02 | |
| 0.5076 | 3.80 | |
| -0.9191 | -0.98 | |
| 0.7528 | 0.51 | |
| 1.2248 | 0.85 | |
| -2.9032 | -1.98 | |
| 4.4439 | 4.13 | |
| -4.3271 | -6.02 | |
| 2.0472 | 3.49 | |
| -0.0035 | -0.01 | |
| -1.0232 | -1.37 |
Estimation Period:
Oct 14, 2013 to Jan 30, 2026
Oct 14, 2013 to Jan 30, 2026
News Impact Curve
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