Tungkong Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.00% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7522 | 4.05 | |
| 0.1143 | 7.48 | |
| 0.7947 | 29.24 | |
| -0.4162 | -1.49 | |
| 0.4455 | 1.12 | |
| 0.1280 | 0.59 | |
| -0.1892 | -0.89 | |
| -0.2750 | -1.03 | |
| 0.8849 | 2.86 | |
| -1.1903 | -3.39 | |
| 0.9510 | 2.53 | |
| -0.2796 | -0.78 | |
| -0.4843 | -1.06 |
Estimation Period:
Mar 2, 2007 to Feb 6, 2026
Mar 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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