Chai Watana Tanner Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.10% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5819 | 2.67 | |
| 0.1874 | 8.52 | |
| 0.7309 | 27.01 | |
| 0.2073 | 2.98 | |
| -0.1095 | -1.19 | |
| -0.3324 | -5.04 | |
| 0.4717 | 6.30 | |
| -0.4493 | -5.31 | |
| 0.3532 | 4.61 | |
| -0.2627 | -3.75 | |
| 0.2588 | 3.00 | |
| -0.2521 | -2.25 | |
| 0.3925 | 2.84 |
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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