First Pacific Co Ltd/Hong Kong Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.38% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7166 | 6.23 | |
| 0.1201 | 8.75 | |
| 0.7958 | 33.28 | |
| -0.0867 | -2.44 | |
| 0.1654 | 3.25 | |
| -0.1743 | -5.26 | |
| 0.1489 | 4.87 | |
| -0.0819 | -2.40 | |
| 0.0210 | 0.59 | |
| 0.0754 | 1.99 | |
| -0.1149 | -2.40 | |
| 0.0139 | 0.22 |
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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