Chai Watana Tanner Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.57% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5910 | 2.41 | |
| 0.1655 | 8.16 | |
| 0.7742 | 32.69 | |
| 0.1812 | 2.41 | |
| -0.0737 | -0.74 | |
| -0.3314 | -4.45 | |
| 0.4421 | 5.40 | |
| -0.4108 | -4.62 | |
| 0.3089 | 3.89 | |
| -0.2060 | -2.81 | |
| 0.1701 | 1.86 | |
| -0.0740 | -0.62 | |
| -0.0336 | -0.34 |
Estimation Period:
May 1, 1991 to Feb 6, 2026
May 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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