Cathay Chemical Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.38% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2556 | 4.19 | |
| 0.1153 | 6.90 | |
| 0.7972 | 26.52 | |
| 0.0380 | 0.54 | |
| -0.0330 | -0.34 | |
| -0.0947 | -1.80 | |
| 0.2083 | 4.46 | |
| -0.2132 | -3.97 | |
| 0.1047 | 1.76 | |
| 0.0341 | 0.47 | |
| -0.0889 | -0.85 | |
| 0.1545 | 1.34 | |
| -0.1852 | -1.21 |
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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