Cenit Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.92% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8006 | 8.75 | |
| 0.1669 | 8.55 | |
| 0.7032 | 24.34 | |
| 0.0782 | 1.52 | |
| -0.0186 | -0.21 | |
| -0.1670 | -2.32 | |
| 0.1701 | 2.53 | |
| -0.1177 | -1.63 | |
| 0.1526 | 2.27 | |
| -0.2355 | -3.33 | |
| 0.2255 | 3.30 |
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Jan 25, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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