Chih Lien Industri Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.95% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9206 | 4.86 | |
| 0.1758 | 10.07 | |
| 0.6934 | 21.73 | |
| -0.0329 | -0.51 | |
| 0.0001 | 0.00 | |
| 0.0276 | 0.51 | |
| 0.0207 | 0.41 | |
| -0.0841 | -1.45 | |
| 0.1944 | 2.37 | |
| -0.2334 | -1.85 | |
| 0.2360 | 1.66 | |
| -0.2384 | -2.09 | |
| 0.1461 | 2.02 |
Estimation Period:
Feb 7, 1996 to Feb 6, 2026
Feb 7, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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