Changchai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.83% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9632 | 6.40 | |
| 0.1078 | 7.31 | |
| 0.8373 | 32.02 | |
| -0.1381 | -4.15 | |
| 0.2284 | 4.57 | |
| -0.1486 | -3.90 | |
| 0.0330 | 0.83 | |
| 0.1088 | 2.19 | |
| -0.1528 | -2.57 | |
| 0.1018 | 2.26 |
Estimation Period:
Sep 13, 1996 to Feb 6, 2026
Sep 13, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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