Shandong Keyuan Pharmaceutic Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.82% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5103 | 2.92 | |
| 0.3501 | 3.82 | |
| 0.2437 | 1.53 | |
| -10.1715 | -1.96 | |
| 13.9228 | 1.71 | |
| -2.9609 | -0.46 | |
| -6.4169 | -0.97 | |
| 15.4320 | 2.18 |
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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