Shenzhen Expressway Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.77% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8654 | 7.91 | |
| 0.1388 | 7.27 | |
| 0.7629 | 26.54 | |
| -0.0424 | -0.88 | |
| 0.0424 | 0.53 | |
| 0.1270 | 1.94 | |
| -0.3208 | -5.40 | |
| 0.3754 | 6.06 | |
| -0.3089 | -4.74 | |
| 0.1950 | 3.42 | |
| -0.0693 | -1.12 | |
| -0.0835 | -0.78 |
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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