Sinotrans Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.80% (-4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0153 | 6.20 | |
| 0.2768 | 4.38 | |
| 0.3382 | 3.36 | |
| 1.7017 | 4.42 | |
| -2.7272 | -4.80 | |
| 1.7493 | 4.28 | |
| -1.2318 | -2.41 | |
| 0.8858 | 0.93 |
Estimation Period:
Jan 18, 2019 to Feb 6, 2026
Jan 18, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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