Tai Roun Products Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.91% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2241 | 7.69 | |
| 0.1748 | 9.42 | |
| 0.7283 | 25.46 | |
| -0.0040 | -0.37 | |
| 0.0037 | 0.23 | |
| -0.0250 | -1.91 | |
| 0.0762 | 4.60 | |
| -0.0971 | -3.55 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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