Ya-Man Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.11% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2186 | 3.44 | |
| 0.2316 | 4.54 | |
| 0.3784 | 4.14 | |
| -0.2626 | -0.63 | |
| 0.2940 | 0.49 | |
| 0.4155 | 1.06 | |
| -0.5687 | -1.45 | |
| -0.2457 | -0.69 | |
| 0.7110 | 2.55 | |
| -0.6411 | -2.65 | |
| 0.3193 | 1.25 | |
| 0.1134 | 0.51 |
Estimation Period:
Dec 25, 2009 to Feb 10, 2026
Dec 25, 2009 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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