Hangzhou Sf Intra-City Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:102.18% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8930 | 3.62 | |
| 0.2323 | 2.75 | |
| 0.1847 | 1.32 | |
| -18.5032 | -2.98 | |
| 35.8646 | 3.75 | |
| -29.6982 | -4.25 | |
| 19.6019 | 2.79 | |
| -16.0464 | -1.77 | |
| 18.4457 | 1.89 | |
| -19.3754 | -2.47 | |
| 24.2341 | 4.12 | |
| -33.0595 | -6.92 | |
| 46.3646 | 4.53 |
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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