Nanjing Comptech Composites Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.33% (-22.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8968 | 2.11 | |
| 0.1937 | 1.88 | |
| 0.0000 | 0.00 | |
| 54.9558 | 1.17 | |
| -113.5844 | -1.75 | |
| 124.4056 | 3.34 | |
| -109.8487 | -3.06 | |
| 72.6917 | 1.62 | |
| -50.2510 | -0.99 | |
| 27.0155 | 0.74 | |
| -18.2604 | -0.57 | |
| 47.3457 | 1.59 | |
| -49.9813 | -2.66 |
Estimation Period:
Feb 28, 2024 to Feb 6, 2026
Feb 28, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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