Bosera China Merchants Sheko Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.09% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1380 | 2.24 | |
| 0.3214 | 5.61 | |
| 0.3441 | 4.17 | |
| 12.5658 | 2.33 | |
| -24.8005 | -3.06 | |
| 22.2019 | 3.64 | |
| -16.3663 | -3.08 | |
| 12.9289 | 3.34 | |
| -14.0314 | -3.46 | |
| 12.3298 | 2.21 | |
| -7.6758 | -1.47 | |
| 4.3655 | 1.33 |
Estimation Period:
Jun 21, 2021 to Feb 6, 2026
Jun 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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