China Resources Beverage Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.43% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1340 | 2.88 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| -81.9703 | -1.90 | |
| 162.3779 | 2.60 | |
| -172.4759 | -3.91 | |
| 187.5174 | 3.57 | |
| -182.0582 | -2.76 | |
| 124.0097 | 2.39 | |
| -28.2396 | -0.84 | |
| -13.0449 | -0.49 |
Estimation Period:
Oct 23, 2024 to Feb 6, 2026
Oct 23, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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