Everbright Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.35% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5521 | 4.50 | |
| 0.1527 | 3.86 | |
| 0.6220 | 8.50 | |
| 1.6935 | 1.73 | |
| -1.6106 | -1.06 | |
| -1.2919 | -1.10 | |
| 2.7325 | 2.62 | |
| -3.6937 | -4.27 | |
| 4.1964 | 5.57 | |
| -3.4247 | -4.04 | |
| 2.5516 | 2.57 | |
| -1.9331 | -2.14 | |
| 0.9734 | 1.75 |
Estimation Period:
Aug 18, 2016 to Feb 6, 2026
Aug 18, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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