Heg Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.54% (+16.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4696 | 4.37 | |
| 0.2343 | 6.94 | |
| 0.5169 | 9.73 | |
| -0.2578 | -2.84 | |
| 0.3594 | 2.81 | |
| -0.2368 | -2.97 | |
| 0.2371 | 3.35 | |
| -0.0774 | -1.01 | |
| -0.0487 | -0.57 | |
| -0.0249 | -0.34 | |
| 0.0686 | 1.10 | |
| -0.0103 | -0.22 |
Estimation Period:
Jan 2, 2001 to Feb 6, 2026
Jan 2, 2001 to Feb 6, 2026
News Impact Curve
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