Everbright Grand China Assets Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.87% (-4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0258 | 4.15 | |
| 0.1564 | 3.30 | |
| 0.0000 | 0.00 | |
| -0.3968 | -0.11 | |
| 2.3648 | 0.45 | |
| -2.5191 | -0.88 | |
| 1.4558 | 0.51 | |
| -6.0212 | -1.80 | |
| 12.3959 | 3.70 | |
| -16.0561 | -4.66 | |
| 18.9101 | 3.27 | |
| -18.1765 | -2.24 | |
| 10.2718 | 1.26 |
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 Spline-GARCH Analyses on International Equities