Shandong Keyuan Pharmaceutic Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.19% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6005 | 4.18 | |
| 0.3558 | 3.79 | |
| 0.2331 | 1.56 | |
| -6.3052 | -2.93 | |
| 10.4676 | 2.92 | |
| -7.6998 | -2.67 | |
| 5.1945 | 2.48 |
Estimation Period:
Apr 5, 2023 to Feb 6, 2026
Apr 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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