Shenwan Hongyuan Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.77% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9258 | 4.76 | |
| 0.2127 | 4.15 | |
| 0.4608 | 4.44 | |
| 2.3020 | 1.84 | |
| -4.0322 | -2.19 | |
| 1.5225 | 1.11 | |
| 1.5518 | 1.13 | |
| -1.6920 | -1.23 | |
| -0.5015 | -0.33 | |
| 3.4868 | 1.83 | |
| -5.6939 | -2.60 | |
| 4.1356 | 2.70 |
Estimation Period:
Apr 26, 2019 to Feb 6, 2026
Apr 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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