CSPC Pharmaceutical Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.05% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0057 | 5.62 | |
| 0.0599 | 6.00 | |
| 0.8977 | 48.03 | |
| 0.0099 | 0.26 | |
| -0.0932 | -1.68 | |
| 0.1949 | 4.83 | |
| -0.2037 | -4.57 | |
| 0.1282 | 2.61 | |
| -0.0056 | -0.13 | |
| -0.0845 | -2.06 | |
| 0.1480 | 2.45 |
Estimation Period:
Jun 21, 1994 to Feb 6, 2026
Jun 21, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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