Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
29.19%
increased by 1.66%
1 Week
28.27%
increased by 0.74%
1 Month
25.34%
decreased by 2.19%
Analysis last updated: Thursday, May 21, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9974 | 7.45 | |
| 0.0917 | 8.80 | |
| 0.8622 | 50.14 | |
| -0.0093 | -0.20 | |
| 0.0523 | 0.71 | |
| -0.1684 | -2.79 | |
| 0.2502 | 4.09 | |
| -0.2283 | -3.93 | |
| 0.2106 | 3.77 | |
| -0.1901 | -3.25 | |
| 0.0908 | 1.61 | |
| 0.0079 | 0.14 | |
| -0.0048 | -0.10 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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