China Everbright Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.21% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8155 | 3.92 | |
| 0.1117 | 7.11 | |
| 0.8180 | 37.84 | |
| 0.1057 | 0.85 | |
| -0.2085 | -1.16 | |
| 0.0827 | 0.89 | |
| 0.1123 | 1.60 | |
| -0.1924 | -2.56 | |
| 0.1706 | 2.51 | |
| -0.1173 | -2.03 | |
| 0.0732 | 1.38 | |
| 0.0193 | 0.35 | |
| -0.0868 | -1.69 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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