Shangri-La Asia Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.65% (+5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2424 | 6.13 | |
| 0.1355 | 9.01 | |
| 0.7616 | 34.72 | |
| 0.2076 | 3.32 | |
| -0.2842 | -2.88 | |
| 0.0130 | 0.20 | |
| 0.2025 | 3.82 | |
| -0.3006 | -4.52 | |
| 0.2522 | 3.14 | |
| -0.0741 | -0.76 | |
| -0.0319 | -0.32 | |
| 0.0001 | 0.00 | |
| 0.0249 | 0.63 |
Estimation Period:
Jun 17, 1993 to Feb 6, 2026
Jun 17, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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