Chun Yuan Steel Industrial Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.23% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5444 | 7.12 | |
| 0.1578 | 8.26 | |
| 0.7898 | 35.82 | |
| 0.0059 | 0.59 | |
| -0.0129 | -0.79 | |
| -0.0020 | -0.14 | |
| 0.0380 | 2.74 | |
| -0.0432 | -3.95 |
Estimation Period:
Oct 7, 1992 to Feb 6, 2026
Oct 7, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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