Everbright Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.30% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5521 | 4.57 | |
| 0.1581 | 3.93 | |
| 0.6059 | 7.85 | |
| 1.7013 | 1.74 | |
| -1.6143 | -1.06 | |
| -1.3125 | -1.12 | |
| 2.7663 | 2.67 | |
| -3.7156 | -4.33 | |
| 4.1640 | 5.56 | |
| -3.2446 | -3.88 | |
| 2.0413 | 2.14 | |
| -0.7732 | -0.76 | |
| -1.8846 | -0.97 |
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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