PCCW Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.01% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5983 | 5.40 | |
| 0.1521 | 6.62 | |
| 0.7548 | 20.61 | |
| -0.5763 | -7.16 | |
| 0.7593 | 6.20 | |
| -0.2817 | -3.08 | |
| 0.2690 | 2.64 | |
| -0.3243 | -3.09 | |
| 0.2508 | 2.45 | |
| -0.2002 | -2.07 | |
| 0.1854 | 2.09 | |
| -0.0574 | -0.59 | |
| -0.0218 | -0.11 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
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