XCMG Construction Machinery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.93% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2877 | 3.54 | |
| 0.0637 | 7.31 | |
| 0.9073 | 58.58 | |
| -0.0559 | -0.74 | |
| 0.2024 | 1.74 | |
| -0.2883 | -4.02 | |
| 0.1839 | 3.61 | |
| -0.0220 | -0.41 | |
| -0.0425 | -0.75 | |
| 0.0701 | 0.99 |
Estimation Period:
Aug 28, 1996 to Feb 6, 2026
Aug 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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