Farglory Free Trade Zone Inv Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.29% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3553 | 6.95 | |
| 0.1347 | 8.61 | |
| 0.7731 | 25.66 | |
| 0.0558 | 1.73 | |
| -0.0816 | -1.63 | |
| -0.0280 | -0.69 | |
| 0.1846 | 4.64 | |
| -0.2322 | -6.46 | |
| 0.1330 | 5.00 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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