SAS Dragon Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.06% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0907 | 5.11 | |
| 0.1338 | 5.31 | |
| 0.6065 | 7.55 | |
| -0.6322 | -3.99 | |
| 1.0024 | 4.39 | |
| -0.5986 | -4.01 | |
| 0.3133 | 2.05 | |
| 0.0400 | 0.22 | |
| -0.2554 | -1.31 | |
| 0.0681 | 0.30 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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