Concord Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.41% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1333 | 6.94 | |
| 0.1573 | 6.47 | |
| 0.7537 | 22.87 | |
| 0.0890 | 1.70 | |
| -0.1789 | -2.08 | |
| 0.1085 | 1.52 | |
| -0.0227 | -0.32 | |
| 0.0998 | 1.21 | |
| -0.2218 | -2.46 | |
| 0.1803 | 2.70 |
Estimation Period:
Jun 27, 2003 to Feb 6, 2026
Jun 27, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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