Pacific Century Premium Developments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:229.62% (-28.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9154 | 5.06 | |
| 0.2334 | 4.84 | |
| 0.6605 | 11.53 | |
| -0.0251 | -0.06 | |
| -0.2380 | -0.33 | |
| 0.8403 | 1.80 | |
| -1.2597 | -3.35 | |
| 0.7526 | 2.05 | |
| 0.5215 | 1.70 | |
| -1.1429 | -4.30 | |
| 0.9537 | 3.50 | |
| -0.8706 | -2.14 | |
| 1.3745 | 1.30 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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