Hangzhou Sf Intra-City Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.11% (+4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9792 | 3.69 | |
| 0.2640 | 2.67 | |
| 0.1996 | 1.46 | |
| -16.5445 | -2.64 | |
| 33.2548 | 3.41 | |
| -28.8158 | -4.01 | |
| 19.2921 | 2.64 | |
| -15.8412 | -1.68 | |
| 17.6461 | 1.73 | |
| -16.6902 | -1.98 | |
| 17.6348 | 2.58 | |
| -18.0643 | -2.93 | |
| 10.4645 | 1.71 |
Estimation Period:
Dec 14, 2021 to Feb 6, 2026
Dec 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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