Shangri-La Asia Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.70% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3024 | 6.83 | |
| 0.1398 | 9.02 | |
| 0.7467 | 31.91 | |
| 0.2365 | 3.99 | |
| -0.3277 | -3.48 | |
| 0.0319 | 0.51 | |
| 0.2018 | 3.94 | |
| -0.3098 | -4.86 | |
| 0.2605 | 3.36 | |
| -0.0739 | -0.77 | |
| -0.0478 | -0.48 | |
| 0.0499 | 0.66 | |
| -0.1106 | -1.30 |
Estimation Period:
Jun 17, 1993 to Feb 16, 2026
Jun 17, 1993 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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