Chun YU Works & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.30% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6869 | 5.49 | |
| 0.1671 | 8.38 | |
| 0.7248 | 21.85 | |
| 0.0682 | 2.87 | |
| -0.1015 | -3.09 | |
| 0.0311 | 1.42 | |
| -0.0063 | -0.26 | |
| 0.0471 | 1.63 | |
| -0.0551 | -1.81 | |
| 0.0164 | 0.67 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
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