Shenwan Hongyuan HK Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.56% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4198 | 4.28 | |
| 0.1210 | 4.80 | |
| 0.7603 | 17.50 | |
| -0.5799 | -2.63 | |
| 0.9881 | 3.09 | |
| -0.5292 | -2.43 | |
| 0.3699 | 1.77 | |
| -0.7606 | -2.98 | |
| 1.0675 | 3.71 | |
| -0.9861 | -3.70 | |
| 0.6972 | 2.44 | |
| -0.0885 | -0.28 | |
| -0.8630 | -2.40 |
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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