Shih Wei Navigatio Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.74% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5119 | 5.29 | |
| 0.2592 | 6.72 | |
| 0.6383 | 16.08 | |
| 0.1317 | 1.28 | |
| -0.3058 | -1.89 | |
| 0.2658 | 2.13 | |
| -0.0569 | -0.48 | |
| 0.0346 | 0.24 | |
| -0.1128 | -0.53 | |
| -0.0696 | -0.30 | |
| 0.3099 | 1.47 |
Estimation Period:
Aug 22, 2003 to Jan 30, 2026
Aug 22, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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