Hanyang Eng Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.49% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9675 | 6.30 | |
| 0.1170 | 8.78 | |
| 0.8396 | 51.10 | |
| -0.0258 | -2.30 | |
| 0.0355 | 2.23 | |
| -0.0092 | -1.26 |
Estimation Period:
Sep 2, 2003 to Feb 13, 2026
Sep 2, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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