Sam Ji Electronics Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.64% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5364 | 7.69 | |
| 0.1299 | 6.88 | |
| 0.7417 | 19.02 | |
| 0.0236 | 0.83 | |
| -0.0735 | -1.62 | |
| 0.1461 | 3.91 | |
| -0.1503 | -4.31 | |
| 0.0037 | 0.10 | |
| 0.1881 | 3.95 |
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Jan 19, 2001 to Feb 6, 2026
News Impact Curve
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