Pacific Securities Co Ltd/The/China Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.58% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1481 | 7.95 | |
| 0.1025 | 6.20 | |
| 0.8615 | 40.33 | |
| 0.0014 | 1.45 |
Estimation Period:
Jan 1, 2008 to Feb 6, 2026
Jan 1, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pacific Securities Co Ltd/The/China Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities