First Pacific Co Ltd/Hong Kong Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.62% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7523 | 6.53 | |
| 0.1223 | 8.82 | |
| 0.7930 | 33.58 | |
| -0.0688 | -1.96 | |
| 0.1359 | 2.67 | |
| -0.1525 | -4.57 | |
| 0.1295 | 4.21 | |
| -0.0647 | -1.89 | |
| 0.0055 | 0.15 | |
| 0.0932 | 2.55 | |
| -0.1448 | -3.56 | |
| 0.0857 | 2.71 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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