CHN Energy Changyuan Electric Power Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.88% (+3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7150 | 4.95 | |
| 0.1191 | 8.98 | |
| 0.8502 | 48.51 | |
| -0.0029 | -0.18 | |
| -0.0268 | -1.10 | |
| 0.0604 | 2.98 | |
| -0.0922 | -3.15 |
Estimation Period:
Mar 16, 2000 to Feb 6, 2026
Mar 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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