Orient Securities Co Ltd/China Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.13% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2806 | 4.62 | |
| 0.0863 | 3.48 | |
| 0.7993 | 15.90 | |
| -3.7396 | -5.23 | |
| 6.7090 | 6.52 | |
| -3.7198 | -4.69 | |
| 0.1150 | 0.14 | |
| 1.5723 | 1.92 | |
| -1.4177 | -1.97 | |
| 0.1280 | 0.19 | |
| 0.5813 | 0.71 | |
| 0.0497 | 0.06 | |
| -0.4284 | -0.78 |
Estimation Period:
Mar 23, 2015 to Feb 6, 2026
Mar 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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