China PengFei Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.52% (-8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2009 | 3.77 | |
| 0.1400 | 3.28 | |
| 0.7208 | 7.62 | |
| 2.2788 | 1.27 | |
| -4.6975 | -1.64 | |
| 6.1189 | 2.89 | |
| -7.1561 | -3.39 | |
| 5.5847 | 2.55 | |
| -2.8960 | -1.83 |
Estimation Period:
Nov 15, 2019 to Feb 6, 2026
Nov 15, 2019 to Feb 6, 2026
News Impact Curve
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