Great China Holdings Hong Kong Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.23% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0649 | 4.57 | |
| 0.2192 | 5.58 | |
| 0.4547 | 5.54 | |
| 1.6063 | 2.72 | |
| -2.8513 | -3.30 | |
| 2.0239 | 3.96 | |
| -1.4640 | -3.13 | |
| 1.5595 | 3.11 | |
| -1.3163 | -2.06 | |
| 0.4659 | 0.66 | |
| -0.0901 | -0.12 | |
| 0.0197 | 0.02 |
Estimation Period:
Aug 27, 2009 to Feb 6, 2026
Aug 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Great China Holdings Hong Kong Ltd Analyses
Other Spline-GARCH Analyses on International Equities