China First Capital Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.51% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0180 | 3.95 | |
| 0.2827 | 4.13 | |
| 0.4410 | 4.94 | |
| 1.3094 | 2.01 | |
| -1.4501 | -1.53 | |
| -0.2657 | -0.43 | |
| 0.9200 | 1.27 | |
| -1.0349 | -0.92 | |
| 1.1470 | 0.92 | |
| -1.1936 | -1.20 | |
| 0.9232 | 1.20 | |
| -0.6192 | -1.01 | |
| 0.3499 | 0.94 |
Estimation Period:
Nov 23, 2011 to Feb 6, 2026
Nov 23, 2011 to Feb 6, 2026
News Impact Curve
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