SOHO China Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.61% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1820 | 7.05 | |
| 0.1779 | 4.44 | |
| 0.5121 | 6.06 | |
| -0.6052 | -3.48 | |
| 1.0205 | 4.05 | |
| -0.7161 | -4.42 | |
| 0.6926 | 4.08 | |
| -0.7776 | -3.57 | |
| 0.8149 | 2.61 | |
| -0.7710 | -2.02 | |
| 0.4066 | 1.15 | |
| -0.0542 | -0.20 | |
| 0.0073 | 0.04 |
Estimation Period:
Oct 8, 2007 to Feb 16, 2026
Oct 8, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other SOHO China Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities