Changs Ascending Enterprise Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.88% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7295 | 6.35 | |
| 0.1807 | 8.15 | |
| 0.5152 | 8.60 | |
| -0.6016 | -3.08 | |
| 0.8296 | 2.74 | |
| -0.3602 | -1.69 | |
| 0.3317 | 1.97 | |
| -0.4759 | -2.91 | |
| 0.4907 | 2.74 | |
| -0.2213 | -1.26 | |
| -0.0935 | -0.49 | |
| 0.0927 | 0.42 | |
| 0.4885 | 1.58 |
Estimation Period:
Feb 13, 2008 to Feb 6, 2026
Feb 13, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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