Icbc Credit Suisse- Mengneng Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.74% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8690 | 2.34 | |
| 0.2476 | 3.16 | |
| 0.7014 | 9.56 | |
| -1.7603 | -0.71 |
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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