SAN Fang Chemical Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.68% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0415 | 5.63 | |
| 0.1058 | 10.51 | |
| 0.8663 | 65.30 | |
| -0.0063 | -1.38 | |
| 0.0029 | 0.41 | |
| 0.0247 | 3.60 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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