Tung Kai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.56% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9879 | 4.41 | |
| 0.1846 | 9.28 | |
| 0.6895 | 20.14 | |
| 0.1512 | 2.24 | |
| -0.3138 | -3.35 | |
| 0.2549 | 4.49 | |
| -0.1146 | -1.98 | |
| 0.0375 | 0.57 | |
| -0.0504 | -0.64 | |
| 0.1053 | 0.93 |
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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