Guangdong Zhongnan Iron & Steel Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.22% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1761 | 4.84 | |
| 0.1207 | 9.45 | |
| 0.8208 | 46.15 | |
| 0.0524 | 0.83 | |
| -0.0159 | -0.17 | |
| -0.0599 | -0.98 | |
| -0.0630 | -1.13 | |
| 0.2434 | 4.34 | |
| -0.2746 | -4.56 | |
| 0.1311 | 2.05 | |
| 0.0630 | 0.86 |
Estimation Period:
May 8, 1997 to Feb 6, 2026
May 8, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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