Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.24% (+35.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9266 | 7.09 | |
| 0.0918 | 8.23 | |
| 0.8555 | 45.63 | |
| -0.0233 | -0.51 | |
| 0.0728 | 1.01 | |
| -0.1825 | -3.24 | |
| 0.2620 | 4.57 | |
| -0.2316 | -4.04 | |
| 0.2061 | 3.59 | |
| -0.1808 | -2.98 | |
| 0.0839 | 1.47 | |
| -0.0012 | -0.02 | |
| 0.0135 | 0.30 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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