Shun Tak Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.57% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7215 | 6.66 | |
| 0.1085 | 8.81 | |
| 0.8229 | 42.23 | |
| 0.0120 | 0.43 | |
| 0.0009 | 0.02 | |
| -0.0664 | -1.89 | |
| 0.1052 | 3.61 | |
| -0.1200 | -4.92 | |
| 0.1435 | 4.89 | |
| -0.1188 | -3.15 | |
| 0.0817 | 1.67 |
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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