China Asset Management Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.01% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5903 | 3.99 | |
| 0.2403 | 3.86 | |
| 0.4378 | 4.04 | |
| -4.7239 | -0.79 | |
| 8.2966 | 0.85 | |
| -0.7723 | -0.08 | |
| -8.4188 | -0.80 | |
| 14.9775 | 1.62 | |
| -24.3680 | -3.48 | |
| 29.7075 | 4.08 | |
| -26.0078 | -3.19 | |
| 20.3197 | 2.49 | |
| -12.4510 | -2.19 |
Estimation Period:
Dec 14, 2021 to Feb 6, 2026
Dec 14, 2021 to Feb 6, 2026
News Impact Curve
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