CMBC Capital Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.51% (-4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1720 | 5.80 | |
| 0.2578 | 6.18 | |
| 0.5245 | 8.45 | |
| -0.1269 | -1.21 | |
| 0.2049 | 1.13 | |
| -0.1986 | -1.44 | |
| 0.2413 | 2.40 | |
| -0.1003 | -1.04 | |
| -0.1048 | -0.77 |
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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