Shenzhen Expressway Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.50% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8883 | 7.99 | |
| 0.1421 | 7.11 | |
| 0.7563 | 25.34 | |
| -0.0350 | -0.73 | |
| 0.0335 | 0.42 | |
| 0.1255 | 1.94 | |
| -0.3127 | -5.30 | |
| 0.3665 | 5.98 | |
| -0.3063 | -4.77 | |
| 0.2094 | 3.78 | |
| -0.1197 | -2.43 | |
| 0.0541 | 1.27 |
Estimation Period:
Mar 12, 1997 to Feb 6, 2026
Mar 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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