China Aluminum Int Engr Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.99% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0727 | 3.42 | |
| 0.6872 | 4.57 | |
| 0.0370 | 0.92 | |
| 0.0237 | 0.08 | |
| -0.2991 | -0.59 | |
| 0.5686 | 1.63 | |
| -0.4406 | -1.52 | |
| 0.0258 | 0.08 | |
| 0.6241 | 1.45 |
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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