SooChow Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.56% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2587 | 4.71 | |
| 0.0707 | 3.98 | |
| 0.8646 | 24.48 | |
| -0.4722 | -1.46 | |
| 1.3071 | 2.78 | |
| -2.1146 | -6.38 | |
| 2.6286 | 7.82 | |
| -2.2028 | -6.09 | |
| 1.1281 | 2.71 | |
| -0.3751 | -0.93 | |
| 0.3882 | 0.78 | |
| -0.8717 | -1.13 |
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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