Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:56.89% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9712 | 7.12 | |
| 0.0905 | 8.52 | |
| 0.8636 | 47.13 | |
| -0.0149 | -0.31 | |
| 0.0613 | 0.81 | |
| -0.1762 | -2.95 | |
| 0.2562 | 4.27 | |
| -0.2289 | -3.86 | |
| 0.2073 | 3.47 | |
| -0.1838 | -2.90 | |
| 0.0856 | 1.43 | |
| 0.0030 | 0.05 | |
| 0.0061 | 0.13 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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