Tung Kai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.51% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9832 | 4.39 | |
| 0.1848 | 9.36 | |
| 0.6895 | 20.12 | |
| 0.1455 | 2.15 | |
| -0.3032 | -3.22 | |
| 0.2450 | 4.31 | |
| -0.1033 | -1.79 | |
| 0.0209 | 0.33 | |
| -0.0182 | -0.28 | |
| 0.0229 | 0.44 |
Estimation Period:
Apr 23, 2003 to Feb 6, 2026
Apr 23, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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