Shenzhen Expressway Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.78% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9380 | 4.31 | |
| 0.0921 | 4.76 | |
| 0.8095 | 17.68 | |
| 0.1229 | 0.71 | |
| -0.0991 | -0.40 | |
| -0.2177 | -1.39 | |
| 0.2026 | 1.33 | |
| 0.2772 | 2.10 | |
| -0.7039 | -5.78 | |
| 0.7868 | 5.57 | |
| -0.6035 | -4.30 | |
| 0.4692 | 2.74 | |
| -0.7451 | -2.42 |
Estimation Period:
Dec 25, 2001 to Feb 6, 2026
Dec 25, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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