Shandong Chenming Paper Hldg Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.40% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1438 | 5.01 | |
| 0.0995 | 4.78 | |
| 0.8327 | 29.20 | |
| -0.6178 | -1.72 | |
| 1.1201 | 1.85 | |
| -0.8951 | -1.68 | |
| 0.7889 | 1.74 | |
| -0.7182 | -2.43 | |
| 0.4909 | 1.88 | |
| -0.0947 | -0.36 | |
| -0.5700 | -1.96 | |
| 1.5191 | 3.85 | |
| -2.4835 | -3.70 |
Estimation Period:
Jun 18, 2008 to Feb 6, 2026
Jun 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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