Waterco Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.73% (-5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3184 | 4.78 | |
| 0.1242 | 4.29 | |
| 0.3352 | 2.39 | |
| 0.7990 | 3.78 | |
| -1.1879 | -4.01 | |
| 0.8849 | 5.71 | |
| -0.9094 | -5.89 | |
| 0.5581 | 3.24 | |
| -0.4348 | -2.65 | |
| 0.6432 | 4.03 | |
| -0.3166 | -1.19 |
Estimation Period:
Nov 1, 1996 to Feb 6, 2026
Nov 1, 1996 to Feb 6, 2026
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