Shun Tak Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.63% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7114 | 6.57 | |
| 0.1079 | 8.73 | |
| 0.8238 | 42.18 | |
| 0.0104 | 0.37 | |
| 0.0015 | 0.03 | |
| -0.0626 | -1.77 | |
| 0.0985 | 3.34 | |
| -0.1111 | -4.59 | |
| 0.1317 | 4.77 | |
| -0.0994 | -3.10 | |
| 0.0366 | 1.48 |
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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