Everbright Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.60% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1984 | 4.92 | |
| 0.0699 | 5.38 | |
| 0.8916 | 45.20 | |
| 0.3727 | 0.85 | |
| -0.8557 | -1.25 | |
| 1.4278 | 3.17 | |
| -2.2760 | -5.23 | |
| 2.5346 | 6.55 | |
| -1.7892 | -3.73 | |
| 0.7022 | 1.25 | |
| -0.2356 | -0.49 | |
| 0.4257 | 0.86 | |
| -1.0952 | -1.42 |
Estimation Period:
Aug 18, 2009 to Feb 6, 2026
Aug 18, 2009 to Feb 6, 2026
News Impact Curve
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