Dat Phuong Jsc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.41% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0641 | 8.85 | |
| 0.0816 | 5.44 | |
| 0.8784 | 36.33 | |
| 0.0023 | 0.62 |
Estimation Period:
May 22, 2018 to Feb 6, 2026
May 22, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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