Yieh Phui Enterprise Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.67% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0104 | 2.57 | |
| 0.0977 | 6.84 | |
| 0.8700 | 41.96 | |
| -0.0283 | -1.64 | |
| 0.0264 | 1.16 | |
| 0.0165 | 1.46 | |
| -0.0194 | -2.53 |
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Aug 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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