Lien Chang Electronic Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.44% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8912 | 8.45 | |
| 0.0994 | 8.25 | |
| 0.8175 | 31.20 | |
| 0.1348 | 1.51 | |
| -0.0491 | -0.34 | |
| -0.1262 | -1.21 | |
| -0.0647 | -0.72 | |
| 0.3155 | 3.18 | |
| -0.4318 | -4.03 | |
| 0.4112 | 3.54 | |
| -0.3742 | -2.97 | |
| 0.3290 | 2.33 | |
| -0.0960 | -0.43 |
Estimation Period:
May 23, 2001 to Feb 6, 2026
May 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Lien Chang Electronic Analyses
Other Spline-GARCH Analyses on International Equities