Zippy Shin Jiuh Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.70% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9661 | 8.65 | |
| 0.0992 | 6.02 | |
| 0.8122 | 27.94 | |
| -0.0136 | -0.16 | |
| 0.1376 | 1.00 | |
| -0.2258 | -2.14 | |
| 0.0952 | 0.97 | |
| 0.1361 | 1.26 | |
| -0.3535 | -3.04 | |
| 0.4082 | 3.14 | |
| -0.2868 | -1.87 | |
| 0.2575 | 1.61 | |
| -0.2483 | -2.20 |
Estimation Period:
Feb 7, 2001 to Feb 6, 2026
Feb 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zippy Shin Jiuh Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities