Farglory Free Trade Zone Inv Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.89% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3598 | 6.97 | |
| 0.1341 | 8.61 | |
| 0.7740 | 25.74 | |
| 0.0570 | 1.76 | |
| -0.0828 | -1.65 | |
| -0.0284 | -0.70 | |
| 0.1849 | 4.63 | |
| -0.2299 | -5.70 | |
| 0.1230 | 2.13 |
Estimation Period:
Sep 6, 2001 to Jan 30, 2026
Sep 6, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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