Lien Chang Electronic Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.96% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8023 | 7.92 | |
| 0.1000 | 8.29 | |
| 0.8197 | 31.95 | |
| 0.1020 | 1.12 | |
| -0.0007 | -0.00 | |
| -0.1532 | -1.44 | |
| -0.0427 | -0.47 | |
| 0.2953 | 2.95 | |
| -0.4160 | -3.86 | |
| 0.4063 | 3.48 | |
| -0.3931 | -3.21 | |
| 0.3959 | 3.48 | |
| -0.2745 | -3.18 |
Estimation Period:
May 23, 2001 to Feb 6, 2026
May 23, 2001 to Feb 6, 2026
News Impact Curve
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