Changchai Company, Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.66% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1019 | 3.42 | |
| 0.1402 | 8.64 | |
| 0.7469 | 28.72 | |
| 0.0808 | 0.97 | |
| -0.0483 | -0.43 | |
| -0.0535 | -0.79 | |
| 0.1241 | 2.04 | |
| -0.2749 | -4.77 | |
| 0.2981 | 4.60 | |
| -0.2212 | -3.05 | |
| 0.1948 | 2.47 | |
| -0.1788 | -2.31 | |
| 0.0893 | 0.92 |
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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