Huayu Expressway Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.88% (-3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5357 | 6.64 | |
| 0.1296 | 4.90 | |
| 0.7256 | 12.16 | |
| 0.5701 | 2.00 | |
| -1.6618 | -3.54 | |
| 1.7768 | 4.09 | |
| -0.9734 | -2.04 | |
| 0.8493 | 1.67 | |
| -1.3835 | -2.51 | |
| 1.3872 | 2.49 | |
| -1.0366 | -1.63 |
Estimation Period:
Dec 23, 2009 to Feb 6, 2026
Dec 23, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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