Neo-Concept International Group HLD Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.40% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3722 | 1.20 | |
| 0.2103 | 2.39 | |
| 0.2024 | 1.28 | |
| -45.1717 | -0.40 | |
| 159.1157 | 1.07 | |
| -228.8322 | -3.56 | |
| 162.6821 | 3.02 | |
| -46.2974 | -1.12 | |
| 5.0674 | 0.13 | |
| -38.9425 | -1.00 | |
| 51.9715 | 1.18 | |
| 23.4697 | 0.40 | |
| -127.4225 | -1.18 |
Estimation Period:
Apr 23, 2024 to Feb 6, 2026
Apr 23, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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