Cathay Real Estate Dev Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.70% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 14.29 | |
| 0.0714 | 23.50 | |
| 0.9196 | 365.77 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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