Yuen Chang Stainless Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.93% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6463 | 2.96 | |
| 0.1103 | 4.43 | |
| 0.7826 | 14.82 | |
| -1.0762 | -0.87 | |
| 1.2073 | 0.69 | |
| -0.1747 | -0.18 | |
| 0.3855 | 0.38 | |
| -0.5390 | -0.46 | |
| 0.6687 | 0.53 | |
| -1.9860 | -2.02 | |
| 3.1978 | 4.34 | |
| -2.4845 | -3.95 | |
| 0.9462 | 1.81 |
Estimation Period:
Feb 5, 2015 to Feb 6, 2026
Feb 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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