Citic Pacific Special Steel Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.62% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2374 | 4.91 | |
| 0.0916 | 8.16 | |
| 0.8594 | 51.76 | |
| 0.0141 | 0.30 | |
| 0.0633 | 0.95 | |
| -0.1826 | -4.68 | |
| 0.1468 | 4.22 | |
| -0.0119 | -0.32 | |
| -0.0927 | -2.17 | |
| 0.1315 | 1.92 |
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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