Ta Chen Stainless Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.26% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3656 | 3.60 | |
| 0.0824 | 7.34 | |
| 0.8878 | 59.07 | |
| -0.1823 | -1.67 | |
| 0.3615 | 2.32 | |
| -0.2673 | -2.16 | |
| 0.1149 | 1.07 | |
| -0.1120 | -1.11 | |
| 0.2090 | 1.73 | |
| -0.1938 | -1.32 | |
| 0.1450 | 0.95 | |
| -0.1797 | -1.17 | |
| 0.1560 | 1.23 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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