YGM Trading Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.76% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7217 | 3.70 | |
| 0.1926 | 5.44 | |
| 0.5867 | 9.21 | |
| -0.1521 | -0.42 | |
| 0.0207 | 0.04 | |
| 0.0641 | 0.18 | |
| 0.1141 | 0.32 | |
| 0.4603 | 1.21 | |
| -1.1910 | -2.37 | |
| 1.2957 | 2.35 | |
| -0.9745 | -2.04 | |
| 0.1873 | 0.29 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
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