Choong Ang Vaccine Lab Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:9.53% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7297 | 4.29 | |
| 0.2774 | 3.75 | |
| 0.6471 | 10.34 | |
| 0.4232 | 1.94 | |
| -0.5741 | -1.70 | |
| -0.0309 | -0.15 | |
| 0.6217 | 3.35 | |
| -0.8071 | -3.91 | |
| 0.6631 | 3.01 | |
| -0.6507 | -2.73 | |
| 0.6435 | 2.61 | |
| -0.4114 | -1.39 | |
| -0.1696 | -0.31 |
Estimation Period:
Oct 19, 2005 to Feb 13, 2026
Oct 19, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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