Chun YU Works & Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.03% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7310 | 5.54 | |
| 0.1667 | 8.51 | |
| 0.7282 | 22.39 | |
| 0.0742 | 3.13 | |
| -0.1117 | -3.39 | |
| 0.0393 | 1.78 | |
| -0.0152 | -0.62 | |
| 0.0587 | 2.01 | |
| -0.0754 | -2.30 | |
| 0.0666 | 1.35 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Chun YU Works & Co Analyses
Other Spline-GARCH Analyses on International Equities