China Everbright Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.61% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9395 | 5.69 | |
| 0.1256 | 4.47 | |
| 0.6152 | 7.76 | |
| 0.9122 | 1.99 | |
| -2.2381 | -3.69 | |
| 2.3745 | 5.99 | |
| -1.5220 | -3.84 | |
| 1.1419 | 2.92 | |
| -1.7560 | -3.05 | |
| 1.7266 | 2.66 | |
| -0.3816 | -0.65 | |
| -0.6420 | -0.84 | |
| 0.4510 | 0.68 |
Estimation Period:
Dec 20, 2013 to Feb 6, 2026
Dec 20, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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