Cinda Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.74% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8012 | 4.24 | |
| 0.1195 | 3.32 | |
| 0.7268 | 8.97 | |
| -1.2992 | -1.25 | |
| 2.4375 | 1.48 | |
| -4.5195 | -2.93 |
Estimation Period:
Feb 1, 2023 to Feb 6, 2026
Feb 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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