Sunac China Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:102.73% (-10.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5160 | 3.21 | |
| 0.1290 | 5.93 | |
| 0.7968 | 29.24 | |
| -0.5661 | -1.12 | |
| 0.9293 | 1.31 | |
| -0.7914 | -2.18 | |
| 0.9411 | 3.07 | |
| -1.0148 | -3.00 | |
| 0.6840 | 2.14 | |
| 0.2963 | 1.05 | |
| -1.2206 | -3.87 | |
| 1.0398 | 3.81 |
Estimation Period:
Oct 7, 2010 to Feb 6, 2026
Oct 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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