Changchai Company, Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.11% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0288 | 3.32 | |
| 0.1406 | 8.70 | |
| 0.7481 | 29.20 | |
| 0.0663 | 0.79 | |
| -0.0326 | -0.29 | |
| -0.0488 | -0.72 | |
| 0.1081 | 1.75 | |
| -0.2543 | -4.36 | |
| 0.2788 | 4.29 | |
| -0.2070 | -2.86 | |
| 0.1893 | 2.45 | |
| -0.1878 | -2.75 | |
| 0.1283 | 2.74 |
Estimation Period:
Jul 1, 1994 to Feb 6, 2026
Jul 1, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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