Shenyang Machine Tool Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.76% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5638 | 7.02 | |
| 0.1015 | 8.95 | |
| 0.8406 | 49.02 | |
| 0.0522 | 2.08 | |
| -0.0269 | -0.71 | |
| -0.0918 | -3.05 | |
| 0.1410 | 3.37 | |
| -0.1432 | -2.67 | |
| 0.1255 | 2.46 |
Estimation Period:
Jul 18, 1996 to Feb 6, 2026
Jul 18, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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