PCCW Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.81% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6438 | 5.59 | |
| 0.1523 | 6.64 | |
| 0.7551 | 20.93 | |
| -0.5321 | -6.49 | |
| 0.6912 | 5.53 | |
| -0.2398 | -2.59 | |
| 0.2364 | 2.32 | |
| -0.2975 | -2.83 | |
| 0.2282 | 2.21 | |
| -0.1802 | -1.85 | |
| 0.1636 | 1.88 | |
| -0.0239 | -0.35 | |
| -0.0933 | -1.57 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
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