China Resources Beer Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.85% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4645 | 3.08 | |
| 0.0707 | 5.51 | |
| 0.8673 | 39.45 | |
| 0.1469 | 2.18 | |
| -0.1483 | -1.69 | |
| -0.0866 | -2.29 | |
| 0.2229 | 6.94 | |
| -0.2546 | -7.98 | |
| 0.2206 | 6.37 | |
| -0.1847 | -2.74 | |
| 0.1631 | 1.75 | |
| -0.2059 | -2.32 |
Estimation Period:
Jan 3, 1990 to Feb 16, 2026
Jan 3, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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