Everbright Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.27% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9628 | 2.81 | |
| 0.0679 | 5.58 | |
| 0.9160 | 61.39 | |
| -0.1235 | -1.77 | |
| 0.2463 | 2.46 | |
| -0.1990 | -2.60 | |
| 0.0957 | 1.61 |
Estimation Period:
Aug 18, 2009 to Feb 6, 2026
Aug 18, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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