Kuang Hong Arts Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.59% (+3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4549 | 2.70 | |
| 0.2285 | 5.25 | |
| 0.6698 | 13.92 | |
| 1.5785 | 1.18 | |
| -3.6850 | -1.75 | |
| 4.5816 | 2.76 | |
| -4.1594 | -2.40 | |
| 1.7349 | 1.14 | |
| 0.9099 | 0.90 | |
| -1.2980 | -1.20 | |
| 0.2762 | 0.22 | |
| 0.2373 | 0.22 | |
| -0.4184 | -0.61 |
Estimation Period:
Oct 7, 2016 to Feb 6, 2026
Oct 7, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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