Sinotruk Jinan Truck Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.32% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9863 | 6.59 | |
| 0.0715 | 6.85 | |
| 0.8470 | 35.97 | |
| 0.1227 | 1.65 | |
| -0.1373 | -1.19 | |
| -0.0947 | -1.31 | |
| 0.2233 | 4.14 | |
| -0.1828 | -3.47 | |
| 0.1420 | 2.93 | |
| -0.1624 | -3.65 | |
| 0.1358 | 3.94 |
Estimation Period:
Nov 25, 1999 to Feb 6, 2026
Nov 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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