Tsingtao Brewery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.62% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3326 | 7.15 | |
| 0.1436 | 7.12 | |
| 0.6684 | 14.20 | |
| 0.1372 | 2.50 | |
| -0.1954 | -2.36 | |
| -0.0198 | -0.37 | |
| 0.2348 | 5.33 | |
| -0.2969 | -6.74 | |
| 0.1915 | 4.42 | |
| -0.0079 | -0.19 | |
| -0.0655 | -1.45 | |
| 0.0104 | 0.20 | |
| -0.0607 | -0.92 |
Estimation Period:
Jul 15, 1993 to Feb 6, 2026
Jul 15, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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