Cathay General Bancorp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.72% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1343 | 5.67 | |
| 0.0935 | 8.28 | |
| 0.8812 | 66.37 | |
| 0.0149 | 0.38 | |
| -0.0563 | -0.81 | |
| 0.1175 | 2.13 | |
| -0.1495 | -3.57 | |
| 0.1037 | 3.05 | |
| -0.0122 | -0.42 | |
| -0.0352 | -1.61 |
Estimation Period:
Dec 14, 1990 to Feb 6, 2026
Dec 14, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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