Concord Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.42% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1459 | 7.01 | |
| 0.1552 | 6.46 | |
| 0.7571 | 23.40 | |
| 0.0968 | 1.85 | |
| -0.1921 | -2.22 | |
| 0.1189 | 1.65 | |
| -0.0334 | -0.46 | |
| 0.1148 | 1.30 | |
| -0.2501 | -2.27 | |
| 0.2517 | 1.64 |
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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