CNPC Capital Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.57% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1661 | 5.02 | |
| 0.1350 | 9.81 | |
| 0.7808 | 36.40 | |
| -0.1004 | -2.38 | |
| 0.2455 | 4.21 | |
| -0.2651 | -7.12 | |
| 0.1757 | 4.64 | |
| -0.1026 | -2.63 | |
| 0.0890 | 2.17 | |
| -0.0263 | -0.43 |
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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