CNPC Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.44% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1770 | 5.07 | |
| 0.1333 | 9.81 | |
| 0.7837 | 36.79 | |
| -0.0961 | -2.29 | |
| 0.2388 | 4.11 | |
| -0.2615 | -7.02 | |
| 0.1753 | 4.63 | |
| -0.1078 | -2.78 | |
| 0.1049 | 2.77 | |
| -0.0708 | -2.40 |
Estimation Period:
Oct 22, 1996 to Feb 6, 2026
Oct 22, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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