China Aluminum Int Engr Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.02% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1116 | 2.95 | |
| 0.7228 | 4.42 | |
| 0.0280 | 0.74 | |
| -0.0232 | -0.06 | |
| -0.1454 | -0.27 | |
| 0.0962 | 0.32 | |
| 0.4659 | 1.47 | |
| -0.8788 | -2.44 | |
| 0.7604 | 1.80 | |
| -0.3212 | -0.93 |
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Jul 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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