J-Yuan Trust Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.73% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6544 | 4.33 | |
| 0.1369 | 8.49 | |
| 0.7832 | 33.79 | |
| -0.0366 | -1.59 | |
| 0.1226 | 3.48 | |
| -0.1560 | -5.46 | |
| 0.0953 | 3.59 | |
| -0.0289 | -1.22 | |
| 0.0073 | 0.43 |
Estimation Period:
Jan 28, 1994 to Jan 30, 2026
Jan 28, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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