Vanke Overseas Investment Holding Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.50% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5127 | 3.45 | |
| 0.1561 | 3.42 | |
| 0.5796 | 6.17 | |
| -0.9130 | -1.66 | |
| 1.9325 | 2.45 | |
| -2.2107 | -3.51 | |
| 2.0478 | 2.81 | |
| -1.4935 | -1.75 | |
| 1.1933 | 0.99 | |
| -0.8102 | -0.86 | |
| 0.2707 | 0.60 | |
| -0.0352 | -0.09 | |
| -0.4360 | -0.67 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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