China Agri-Products Exchange Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.67% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4817 | 3.66 | |
| 0.2261 | 6.24 | |
| 0.5694 | 13.03 | |
| 0.4692 | 2.08 | |
| -0.6421 | -1.80 | |
| 0.3568 | 1.48 | |
| -0.3109 | -1.54 | |
| 0.0544 | 0.22 | |
| 0.1811 | 0.76 | |
| -0.0806 | -0.41 | |
| -0.2009 | -0.68 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China Agri-Products Exchange Ltd Analyses
Other Spline-GARCH Analyses on International Equities