Cenit Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.19% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8302 | 8.92 | |
| 0.1709 | 8.40 | |
| 0.6948 | 23.07 | |
| 0.0828 | 1.63 | |
| -0.0230 | -0.26 | |
| -0.1706 | -2.39 | |
| 0.1801 | 2.70 | |
| -0.1362 | -1.90 | |
| 0.1864 | 2.67 | |
| -0.3043 | -3.35 | |
| 0.4087 | 2.64 |
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Jan 25, 2001 to Feb 6, 2026
News Impact Curve
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