Yieh Phui Enterprise Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.67% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8435 | 2.22 | |
| 0.1033 | 6.66 | |
| 0.8583 | 38.27 | |
| -0.0751 | -1.82 | |
| 0.0907 | 1.65 | |
| -0.0373 | -1.17 | |
| 0.0469 | 1.80 | |
| -0.0112 | -0.39 | |
| -0.0649 | -1.48 |
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Aug 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Yieh Phui Enterprise Analyses
Other Spline-GARCH Analyses on International Equities