Pou Chen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.33% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9058 | 3.47 | |
| 0.1341 | 6.12 | |
| 0.7036 | 18.08 | |
| 0.0286 | 0.37 | |
| -0.0592 | -0.53 | |
| -0.0412 | -0.55 | |
| 0.1942 | 2.51 | |
| -0.2575 | -3.78 | |
| 0.2786 | 5.35 | |
| -0.2721 | -5.47 | |
| 0.2203 | 4.60 | |
| -0.1265 | -2.45 | |
| 0.0415 | 0.86 |
Estimation Period:
Jun 18, 1993 to Feb 6, 2026
Jun 18, 1993 to Feb 6, 2026
News Impact Curve
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