Chang Jia M&E Eng Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.10% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3356 | 2.45 | |
| 0.2971 | 4.70 | |
| 0.3704 | 4.63 | |
| -0.4330 | -0.43 | |
| 0.4267 | 0.30 | |
| 0.1197 | 0.13 | |
| -0.1950 | -0.20 | |
| 0.6384 | 0.78 | |
| -1.8794 | -3.27 | |
| 2.8643 | 4.50 | |
| -2.2833 | -2.71 | |
| 0.9147 | 1.00 | |
| -1.3621 | -0.96 |
Estimation Period:
Nov 25, 2013 to Feb 11, 2026
Nov 25, 2013 to Feb 11, 2026
News Impact Curve
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