Icbc Credit Suisse- Mengneng Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.92% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0353 | 2.21 | |
| 0.2483 | 3.58 | |
| 0.7087 | 10.49 | |
| -0.4255 | -0.88 |
Estimation Period:
Dec 13, 2024 to Feb 6, 2026
Dec 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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