Citic Pacific Special Steel Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.31% (-2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2376 | 4.93 | |
| 0.0930 | 7.96 | |
| 0.8564 | 49.12 | |
| 0.0159 | 0.34 | |
| 0.0602 | 0.91 | |
| -0.1808 | -4.68 | |
| 0.1484 | 4.31 | |
| -0.0200 | -0.55 | |
| -0.0717 | -1.91 | |
| 0.0746 | 2.59 |
Estimation Period:
Mar 26, 1997 to Feb 6, 2026
Mar 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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