Yuen Chang Stainless Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.90% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7130 | 4.88 | |
| 0.1052 | 4.31 | |
| 0.7793 | 14.44 | |
| -0.4921 | -1.12 | |
| 0.5956 | 0.81 | |
| 0.0097 | 0.02 | |
| 0.0454 | 0.10 | |
| -0.8549 | -1.96 | |
| 1.6360 | 2.91 | |
| -2.1622 | -2.93 |
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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