Shangri-La Asia Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
29.99%
decreased by 0.56%
1 Week
30.21%
decreased by 0.34%
1 Month
30.70%
increased by 0.15%
Analysis last updated: Thursday, May 21, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2273 | 6.35 | |
| 0.1277 | 8.97 | |
| 0.7810 | 38.46 | |
| 0.1590 | 5.54 | |
| -0.2868 | -6.68 | |
| 0.2217 | 5.88 | |
| -0.1795 | -4.06 | |
| 0.1404 | 3.35 | |
| -0.0457 | -1.18 | |
| -0.0365 | -0.93 | |
| 0.0378 | 1.40 |
Estimation Period:
Jun 17, 1993 to May 15, 2026
Jun 17, 1993 to May 15, 2026
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