PICC Property & Casualty Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.00% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2335 | 6.78 | |
| 0.0840 | 6.59 | |
| 0.8448 | 38.32 | |
| 0.2330 | 3.61 | |
| -0.4462 | -4.37 | |
| 0.3266 | 4.16 | |
| -0.1491 | -2.18 | |
| 0.0723 | 1.23 | |
| -0.0481 | -0.81 | |
| 0.0077 | 0.09 |
Estimation Period:
Nov 6, 2003 to Feb 6, 2026
Nov 6, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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