YGM Trading Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.93% (+4.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7210 | 3.73 | |
| 0.1899 | 5.37 | |
| 0.5871 | 9.10 | |
| -0.1466 | -0.41 | |
| 0.0147 | 0.03 | |
| 0.0608 | 0.18 | |
| 0.1309 | 0.37 | |
| 0.4308 | 1.15 | |
| -1.1720 | -2.40 | |
| 1.3228 | 2.50 | |
| -1.0942 | -2.83 | |
| 0.5444 | 2.26 |
Estimation Period:
Jan 2, 2007 to Feb 20, 2026
Jan 2, 2007 to Feb 20, 2026
News Impact Curve
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