Sam Yung Trading Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.25% (-4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9026 | 7.93 | |
| 0.0930 | 7.84 | |
| 0.8396 | 38.16 | |
| -0.0412 | -1.02 | |
| 0.1066 | 1.69 | |
| -0.2142 | -4.25 | |
| 0.2928 | 5.52 | |
| -0.2589 | -4.87 | |
| 0.2319 | 4.51 | |
| -0.2167 | -3.98 | |
| 0.1486 | 2.82 | |
| -0.1315 | -2.19 | |
| 0.3669 | 3.28 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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