China Agri-Products Exchange Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.00% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5060 | 3.62 | |
| 0.2342 | 5.97 | |
| 0.5676 | 13.33 | |
| 0.4634 | 2.04 | |
| -0.6310 | -1.76 | |
| 0.3453 | 1.41 | |
| -0.2975 | -1.46 | |
| 0.0350 | 0.14 | |
| 0.2193 | 0.94 | |
| -0.1694 | -1.03 | |
| 0.0419 | 0.43 |
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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