Cathay Real Estate Dev Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.93% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7239 | 6.57 | |
| 0.0970 | 6.97 | |
| 0.8537 | 45.08 | |
| 0.0483 | 1.01 | |
| 0.0026 | 0.04 | |
| -0.0929 | -2.06 | |
| 0.0462 | 1.09 | |
| 0.0247 | 0.58 | |
| -0.1357 | -2.86 | |
| 0.2586 | 3.31 | |
| -0.2961 | -2.14 | |
| 0.2261 | 1.32 | |
| 0.0155 | 0.09 |
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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