Heg Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.29% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4612 | 4.40 | |
| 0.2404 | 6.98 | |
| 0.4928 | 9.14 | |
| -0.2749 | -3.07 | |
| 0.3896 | 3.10 | |
| -0.2613 | -3.33 | |
| 0.2558 | 3.68 | |
| -0.0880 | -1.17 | |
| -0.0435 | -0.52 | |
| -0.0295 | -0.40 | |
| 0.0761 | 1.02 | |
| -0.0269 | -0.24 |
Estimation Period:
Jan 2, 2001 to Feb 6, 2026
Jan 2, 2001 to Feb 6, 2026
News Impact Curve
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