Everbright Jiabao Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.17% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6006 | 3.85 | |
| 0.1209 | 9.67 | |
| 0.8018 | 43.34 | |
| 0.0157 | 0.12 | |
| -0.0245 | -0.14 | |
| 0.0189 | 0.22 | |
| 0.0822 | 1.35 | |
| -0.2153 | -4.43 | |
| 0.1199 | 2.26 | |
| 0.1316 | 1.87 | |
| -0.2737 | -3.63 | |
| 0.2478 | 4.96 | |
| -0.1509 | -1.58 |
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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