Chih Lien Industri Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.02% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9070 | 4.98 | |
| 0.1800 | 9.95 | |
| 0.6771 | 20.51 | |
| -0.0338 | -0.54 | |
| 0.0010 | 0.01 | |
| 0.0229 | 0.44 | |
| 0.0347 | 0.70 | |
| -0.1064 | -1.89 | |
| 0.2207 | 2.77 | |
| -0.2644 | -2.15 | |
| 0.2893 | 2.02 | |
| -0.3535 | -2.71 | |
| 0.4304 | 2.94 |
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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