Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.94% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9224 | 7.04 | |
| 0.0919 | 8.24 | |
| 0.8557 | 45.72 | |
| -0.0270 | -0.59 | |
| 0.0785 | 1.09 | |
| -0.1858 | -3.31 | |
| 0.2637 | 4.61 | |
| -0.2317 | -4.03 | |
| 0.2053 | 3.55 | |
| -0.1798 | -2.93 | |
| 0.0836 | 1.46 | |
| -0.0032 | -0.06 | |
| 0.0164 | 0.36 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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