China Everbright Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.21% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8442 | 4.25 | |
| 0.1107 | 7.20 | |
| 0.8106 | 35.66 | |
| 0.1283 | 1.07 | |
| -0.2401 | -1.39 | |
| 0.0920 | 1.04 | |
| 0.1195 | 1.81 | |
| -0.2116 | -3.02 | |
| 0.1953 | 3.10 | |
| -0.1476 | -2.73 | |
| 0.1238 | 2.52 | |
| -0.0892 | -1.79 | |
| 0.1849 | 2.37 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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