Orient Securities Co Ltd/China Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.92% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2368 | 4.50 | |
| 0.0868 | 3.46 | |
| 0.7975 | 15.51 | |
| -3.8946 | -5.44 | |
| 6.9411 | 6.75 | |
| -3.8404 | -4.85 | |
| 0.1742 | 0.21 | |
| 1.5658 | 1.91 | |
| -1.4663 | -2.04 | |
| 0.2580 | 0.39 | |
| 0.2818 | 0.35 | |
| 0.7434 | 0.78 | |
| -2.2450 | -1.72 |
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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