China First Capital Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.14% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9679 | 4.47 | |
| 0.2825 | 4.05 | |
| 0.4398 | 4.48 | |
| 1.0415 | 2.89 | |
| -1.5149 | -2.83 | |
| 0.6963 | 1.51 | |
| -0.3911 | -0.57 | |
| 0.4260 | 0.62 | |
| -0.5602 | -1.07 | |
| 0.5686 | 1.28 | |
| -0.7791 | -1.83 |
Estimation Period:
Nov 23, 2011 to Feb 6, 2026
Nov 23, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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