Chun Yuan Steel Industrial Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.81% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6014 | 7.50 | |
| 0.1663 | 8.38 | |
| 0.7737 | 33.31 | |
| 0.0178 | 1.11 | |
| -0.0304 | -1.17 | |
| 0.0096 | 0.45 | |
| -0.0024 | -0.11 | |
| 0.0555 | 2.29 | |
| -0.1263 | -2.86 |
Estimation Period:
Oct 7, 1992 to Feb 6, 2026
Oct 7, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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