Chang Jia M&E Eng Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.73% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2816 | 2.51 | |
| 0.2542 | 3.95 | |
| 0.3820 | 4.00 | |
| -0.3870 | -0.39 | |
| 0.3486 | 0.25 | |
| 0.1519 | 0.17 | |
| -0.1680 | -0.18 | |
| 0.5735 | 0.71 | |
| -1.7911 | -3.15 | |
| 2.7251 | 4.43 | |
| -1.9952 | -2.55 | |
| 0.2544 | 0.36 | |
| 0.5064 | 1.17 |
Estimation Period:
Nov 25, 2013 to Feb 11, 2026
Nov 25, 2013 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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