Anhui Gujing Distillery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.28% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0127 | 5.69 | |
| 0.1591 | 9.34 | |
| 0.7102 | 23.10 | |
| -0.0949 | -1.05 | |
| 0.0137 | 0.10 | |
| 0.3059 | 3.32 | |
| -0.4112 | -5.51 | |
| 0.2653 | 4.10 | |
| -0.1789 | -2.73 | |
| 0.2402 | 3.53 | |
| -0.2545 | -3.73 | |
| 0.1810 | 2.97 | |
| -0.0799 | -1.78 |
Estimation Period:
Jun 12, 1996 to Feb 6, 2026
Jun 12, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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