China Asset Management Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.84% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6773 | 4.10 | |
| 0.2407 | 3.82 | |
| 0.4356 | 4.00 | |
| -3.6584 | -0.61 | |
| 6.8722 | 0.70 | |
| -0.2101 | -0.02 | |
| -8.8035 | -0.84 | |
| 15.3378 | 1.67 | |
| -24.6795 | -3.53 | |
| 29.8439 | 4.10 | |
| -25.7484 | -3.14 | |
| 19.2595 | 2.28 | |
| -9.5049 | -1.15 |
Estimation Period:
Dec 14, 2021 to Feb 6, 2026
Dec 14, 2021 to Feb 6, 2026
News Impact Curve
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