SDIC Capital Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.34% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2658 | 6.99 | |
| 0.0795 | 8.70 | |
| 0.9017 | 82.19 | |
| 0.0554 | 3.83 | |
| -0.1005 | -4.41 | |
| 0.0709 | 3.99 | |
| -0.0432 | -1.54 |
Estimation Period:
May 20, 1997 to Feb 6, 2026
May 20, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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