Jui Li Enterprise Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.06% (+4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0125 | 6.67 | |
| 0.2211 | 11.09 | |
| 0.5300 | 13.90 | |
| 0.0243 | 0.79 | |
| -0.0932 | -2.16 | |
| 0.1383 | 5.00 | |
| -0.1437 | -5.41 | |
| 0.1700 | 6.23 | |
| -0.1577 | -4.87 | |
| 0.0775 | 2.30 | |
| -0.0174 | -0.71 |
Estimation Period:
Mar 8, 1995 to Feb 6, 2026
Mar 8, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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