Liu Chong Hing Investment Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.57% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1438 | 6.09 | |
| 0.1758 | 8.50 | |
| 0.7335 | 29.64 | |
| 0.0065 | 0.25 | |
| -0.0115 | -0.29 | |
| 0.0003 | 0.01 | |
| 0.0318 | 0.92 | |
| -0.0880 | -2.20 | |
| 0.1262 | 3.55 | |
| -0.0897 | -3.84 |
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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