Csbc Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.68% (+4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8289 | 4.73 | |
| 0.2440 | 5.02 | |
| 0.5908 | 11.04 | |
| 0.2256 | 0.77 | |
| -0.1951 | -0.41 | |
| -0.0472 | -0.12 | |
| 0.1327 | 0.39 | |
| 0.1845 | 0.52 | |
| -0.9228 | -2.01 | |
| 1.0167 | 2.37 | |
| -0.6074 | -1.86 | |
| 0.2627 | 0.69 | |
| 0.4201 | 0.93 |
Estimation Period:
Dec 23, 2008 to Feb 6, 2026
Dec 23, 2008 to Feb 6, 2026
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