Nan Yang Dyeing Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.00% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2038 | 12.34 | |
| 0.1108 | 7.64 | |
| 0.8158 | 34.43 | |
| 0.0538 | 4.96 | |
| -0.0719 | -4.15 | |
| 0.0248 | 1.76 | |
| -0.0247 | -1.78 | |
| 0.0336 | 2.48 | |
| -0.0136 | -1.06 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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