Shenzhen Airport Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.19% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4228 | 5.88 | |
| 0.1015 | 7.43 | |
| 0.8530 | 42.00 | |
| 0.0318 | 0.71 | |
| 0.0314 | 0.45 | |
| -0.1978 | -4.06 | |
| 0.2359 | 5.38 | |
| -0.1133 | -2.33 | |
| -0.0188 | -0.29 | |
| 0.0482 | 0.61 |
Estimation Period:
Apr 20, 1998 to Feb 6, 2026
Apr 20, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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