SDIC Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.14% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2562 | 6.88 | |
| 0.0800 | 8.74 | |
| 0.9015 | 83.46 | |
| 0.0525 | 3.63 | |
| -0.0940 | -4.17 | |
| 0.0600 | 3.85 | |
| -0.0188 | -1.71 |
Estimation Period:
May 20, 1997 to Jan 30, 2026
May 20, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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