Everbright Grand China Assets Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.08% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0288 | 4.15 | |
| 0.1572 | 3.32 | |
| 0.0000 | 0.00 | |
| -0.3338 | -0.09 | |
| 2.2517 | 0.43 | |
| -2.4104 | -0.84 | |
| 1.3227 | 0.47 | |
| -5.8583 | -1.74 | |
| 12.2269 | 3.64 | |
| -15.9416 | -4.74 | |
| 18.9616 | 3.50 | |
| -18.6184 | -2.60 | |
| 11.7145 | 2.26 |
Estimation Period:
Jan 16, 2018 to Feb 6, 2026
Jan 16, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Everbright Grand China Assets Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities