Shenwan Hongyuan Group Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.11% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7149 | 4.47 | |
| 0.2106 | 4.29 | |
| 0.5310 | 5.77 | |
| -0.2664 | -0.45 | |
| -0.3887 | -0.45 | |
| 1.6121 | 2.80 | |
| -1.6208 | -2.73 | |
| 1.8659 | 2.51 | |
| -3.9653 | -2.59 |
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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