Cheng De Lolo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.84% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3246 | 6.05 | |
| 0.0752 | 7.50 | |
| 0.8932 | 62.27 | |
| 0.0442 | 3.62 | |
| -0.0738 | -4.23 | |
| 0.0412 | 3.66 | |
| -0.0112 | -1.37 |
Estimation Period:
Nov 13, 1997 to Feb 6, 2026
Nov 13, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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