J-Yuan Trust Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.04% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3649 | 4.70 | |
| 0.1383 | 8.68 | |
| 0.7782 | 33.51 | |
| -0.1185 | -2.25 | |
| 0.2055 | 2.51 | |
| -0.0525 | -0.98 | |
| -0.1154 | -2.44 | |
| 0.0929 | 1.85 | |
| 0.0348 | 0.74 | |
| -0.1045 | -1.95 | |
| 0.1206 | 1.61 |
Estimation Period:
Jan 28, 1994 to Feb 6, 2026
Jan 28, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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