San Miguel Brewery Hong Kong Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:78.95% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7392 | 4.74 | |
| 0.2024 | 4.21 | |
| 0.5057 | 3.72 | |
| -0.0828 | -0.22 | |
| -0.2241 | -0.40 | |
| 0.4431 | 1.00 | |
| 0.2627 | 0.45 | |
| -1.4289 | -1.79 | |
| 2.5317 | 2.88 | |
| -2.6761 | -4.57 | |
| 1.5597 | 3.85 | |
| -0.7596 | -0.98 | |
| 1.9379 | 1.63 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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