Shenwan Hongyuan HK Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.74% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4243 | 4.24 | |
| 0.1238 | 4.76 | |
| 0.7579 | 17.55 | |
| -0.5607 | -2.52 | |
| 0.9502 | 2.95 | |
| -0.4946 | -2.27 | |
| 0.3425 | 1.63 | |
| -0.7448 | -2.90 | |
| 1.0711 | 3.69 | |
| -1.0281 | -3.85 | |
| 0.8224 | 2.97 | |
| -0.3944 | -1.43 | |
| -0.0723 | -0.35 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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