China Treasures NEW Material Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.16% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1400 | 1.43 | |
| 0.2012 | 2.98 | |
| 0.6070 | 5.24 | |
| -15.5853 | -0.55 | |
| 36.6468 | 0.87 | |
| -47.7885 | -1.76 | |
| 45.1530 | 2.04 | |
| -32.3584 | -1.63 | |
| 29.3678 | 1.65 | |
| -27.4288 | -1.65 | |
| 20.9320 | 1.20 | |
| -12.0741 | -0.93 |
Estimation Period:
Mar 30, 2023 to Feb 6, 2026
Mar 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China Treasures NEW Material Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities