Tianjin Cap Envmntl Protn Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.10% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3080 | 6.13 | |
| 0.1606 | 7.10 | |
| 0.6611 | 14.69 | |
| -0.3604 | -4.55 | |
| 0.6987 | 5.32 | |
| -0.5349 | -4.25 | |
| 0.1913 | 1.61 | |
| 0.1184 | 1.14 | |
| -0.2869 | -2.51 | |
| 0.6404 | 3.05 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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