Pacific Securities Co Ltd/The/China Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.15% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2939 | 7.59 | |
| 0.1199 | 5.66 | |
| 0.8066 | 25.24 | |
| 0.1955 | 1.62 | |
| -0.1812 | -0.93 | |
| 0.0942 | 0.59 | |
| -0.3775 | -2.03 | |
| 0.6286 | 2.92 | |
| -0.7262 | -3.79 | |
| 0.7646 | 3.76 | |
| -0.9457 | -2.63 |
Estimation Period:
Jan 1, 2008 to Feb 6, 2026
Jan 1, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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