CNNC International Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:100.69% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3551 | 3.33 | |
| 0.1846 | 4.80 | |
| 0.5685 | 6.56 | |
| -0.5921 | -0.91 | |
| 1.5358 | 1.65 | |
| -1.6779 | -3.29 | |
| 1.4258 | 3.14 | |
| -1.1978 | -3.24 | |
| 0.6561 | 2.19 | |
| -0.0609 | -0.18 | |
| 0.2238 | 0.65 | |
| -0.8763 | -1.67 | |
| 1.1447 | 1.23 |
Estimation Period:
Mar 15, 2007 to Feb 6, 2026
Mar 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CNNC International Ltd Analyses
Other Spline-GARCH Analyses on International Equities