China Machinery Huanyu Certi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.00% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6858 | 2.48 | |
| 0.2155 | 2.60 | |
| 0.2004 | 1.05 | |
| 2.9980 | 0.11 | |
| -17.0770 | -0.45 | |
| 37.7001 | 1.49 | |
| -47.5234 | -1.75 | |
| 53.6455 | 1.67 | |
| -69.0256 | -1.68 | |
| 64.4639 | 1.84 | |
| -28.8806 | -1.57 | |
| 5.0356 | 0.51 |
Estimation Period:
Dec 1, 2023 to Feb 6, 2026
Dec 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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