Dat Phuong Jsc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.87% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8784 | 7.31 | |
| 0.0881 | 5.12 | |
| 0.8475 | 26.89 | |
| -0.0294 | -1.98 |
Estimation Period:
May 22, 2018 to Feb 6, 2026
May 22, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dat Phuong Jsc Analyses
Other Spline-GARCH Analyses on International Equities