Soho Holly Futures Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.97% (+5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7475 | 2.77 | |
| 0.3230 | 3.35 | |
| 0.4424 | 5.71 | |
| -1.4426 | -0.90 | |
| 2.9281 | 1.20 | |
| -2.1241 | -1.06 | |
| 1.1115 | 0.62 | |
| -0.8080 | -0.56 | |
| -1.2358 | -0.72 | |
| 4.7237 | 2.34 | |
| -6.0225 | -3.11 | |
| 3.9819 | 2.96 |
Estimation Period:
Dec 30, 2015 to Feb 6, 2026
Dec 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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