CAC Nantong Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.47% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6446 | 3.36 | |
| 0.1871 | 2.23 | |
| 0.5552 | 2.93 | |
| 20.7630 | 4.24 | |
| -23.7539 | -3.73 |
Estimation Period:
Apr 11, 2025 to Feb 6, 2026
Apr 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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