Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.80% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0385 | 7.71 | |
| 0.0910 | 8.66 | |
| 0.8647 | 48.32 | |
| -0.0012 | -0.02 | |
| 0.0437 | 0.58 | |
| -0.1695 | -2.80 | |
| 0.2517 | 4.15 | |
| -0.2275 | -3.83 | |
| 0.2086 | 3.51 | |
| -0.1877 | -2.98 | |
| 0.0915 | 1.53 | |
| -0.0018 | -0.03 | |
| 0.0082 | 0.17 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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