Huang Hsiang Construction Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.50%
decreased by 0.45%
1 Week
27.61%
increased by 2.66%
1 Month
33.99%
increased by 9.04%
Analysis last updated: Thursday, May 21, 2026 at 08:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2782 | 7.48 | |
| 0.1977 | 5.64 | |
| 0.7206 | 20.18 | |
| -0.0082 | -2.25 | |
| 0.0197 | 2.66 |
Estimation Period:
Jun 20, 2001 to May 15, 2026
Jun 20, 2001 to May 15, 2026
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