Ta Chen Stainless Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.90% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2937 | 3.56 | |
| 0.0876 | 7.18 | |
| 0.8753 | 51.70 | |
| -0.2007 | -1.90 | |
| 0.3980 | 2.68 | |
| -0.3078 | -2.70 | |
| 0.1560 | 1.59 | |
| -0.1469 | -1.57 | |
| 0.2432 | 2.14 | |
| -0.2396 | -1.76 | |
| 0.2359 | 1.67 | |
| -0.3745 | -2.61 | |
| 0.6282 | 3.75 |
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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