SooChow Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.93% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2807 | 4.82 | |
| 0.0718 | 4.00 | |
| 0.8601 | 24.77 | |
| -0.4307 | -1.34 | |
| 1.2391 | 2.66 | |
| -2.0633 | -6.29 | |
| 2.5786 | 7.76 | |
| -2.1469 | -6.04 | |
| 1.0483 | 2.60 | |
| -0.2299 | -0.63 | |
| 0.0896 | 0.25 | |
| -0.1381 | -0.48 |
Estimation Period:
Dec 12, 2011 to Feb 6, 2026
Dec 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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