New World Department Store China Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.22% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0954 | 6.02 | |
| 0.1866 | 4.91 | |
| 0.6645 | 13.55 | |
| -0.5655 | -3.57 | |
| 0.8046 | 3.54 | |
| -0.2856 | -1.91 | |
| 0.2165 | 1.37 | |
| -0.5188 | -2.88 | |
| 0.7948 | 3.82 | |
| -0.7015 | -3.02 | |
| 0.3642 | 1.17 | |
| -0.1501 | -0.24 |
Estimation Period:
Jul 12, 2007 to Feb 6, 2026
Jul 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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