Ya-Man Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.71% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2074 | 3.39 | |
| 0.2325 | 4.58 | |
| 0.3828 | 4.24 | |
| -0.2751 | -0.66 | |
| 0.3106 | 0.51 | |
| 0.4104 | 1.04 | |
| -0.5675 | -1.44 | |
| -0.2461 | -0.69 | |
| 0.7083 | 2.52 | |
| -0.6275 | -2.40 | |
| 0.2768 | 0.78 | |
| 0.2450 | 0.43 |
Estimation Period:
Dec 25, 2009 to Feb 10, 2026
Dec 25, 2009 to Feb 10, 2026
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