Nan Yang Dyeing Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.42% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2207 | 12.37 | |
| 0.1106 | 7.73 | |
| 0.8161 | 34.90 | |
| 0.0559 | 5.18 | |
| -0.0754 | -4.40 | |
| 0.0269 | 1.99 | |
| -0.0253 | -1.99 | |
| 0.0319 | 1.97 | |
| -0.0064 | -0.17 |
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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