Maanshan Iron & Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.59% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1922 | 4.95 | |
| 0.0829 | 8.99 | |
| 0.8924 | 79.21 | |
| 0.1188 | 2.42 | |
| -0.2546 | -3.49 | |
| 0.2493 | 4.11 | |
| -0.1863 | -3.01 | |
| 0.1210 | 2.18 | |
| -0.1006 | -1.89 | |
| 0.1245 | 2.22 | |
| -0.1090 | -2.36 |
Estimation Period:
Nov 3, 1993 to Feb 6, 2026
Nov 3, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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