Shenzhen Best Of Best Hlgs Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.56% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1874 | 2.16 | |
| 0.2447 | 4.98 | |
| 0.4381 | 4.27 | |
| 28.2390 | 0.93 | |
| -52.6045 | -1.06 | |
| 42.4205 | 1.36 | |
| -27.2100 | -1.69 | |
| 16.2521 | 1.79 | |
| -17.1803 | -1.99 | |
| 18.1606 | 2.14 | |
| -9.6628 | -0.91 | |
| -4.6794 | -0.39 | |
| 11.5556 | 1.43 |
Estimation Period:
Oct 31, 2022 to Feb 6, 2026
Oct 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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