Everbright Jiabao Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.14% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5448 | 3.77 | |
| 0.1217 | 9.72 | |
| 0.8005 | 43.24 | |
| 0.0002 | 0.00 | |
| -0.0029 | -0.02 | |
| 0.0127 | 0.15 | |
| 0.0778 | 1.28 | |
| -0.2052 | -4.22 | |
| 0.1115 | 2.08 | |
| 0.1342 | 1.87 | |
| -0.2703 | -3.40 | |
| 0.2385 | 4.79 | |
| -0.1296 | -3.47 |
Estimation Period:
Dec 3, 1992 to Feb 6, 2026
Dec 3, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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