Sam Ji Electronics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.68% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5273 | 7.31 | |
| 0.1315 | 6.81 | |
| 0.7514 | 20.45 | |
| 0.0206 | 0.69 | |
| -0.0703 | -1.49 | |
| 0.1500 | 3.85 | |
| -0.1691 | -4.69 | |
| 0.0571 | 1.56 | |
| 0.0402 | 1.36 |
Estimation Period:
Jan 19, 2001 to Feb 13, 2026
Jan 19, 2001 to Feb 13, 2026
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