Cathay Chemical Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.42% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1980 | 3.96 | |
| 0.1146 | 6.98 | |
| 0.7997 | 27.19 | |
| 0.0242 | 0.34 | |
| -0.0196 | -0.20 | |
| -0.0859 | -1.61 | |
| 0.1876 | 3.99 | |
| -0.1903 | -3.51 | |
| 0.0885 | 1.48 | |
| 0.0408 | 0.57 | |
| -0.0894 | -0.89 | |
| 0.1532 | 1.50 | |
| -0.1841 | -2.71 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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