China PengFei Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.02% (-7.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9443 | 2.65 | |
| 0.1588 | 3.39 | |
| 0.7380 | 8.88 | |
| -1.0010 | -1.14 | |
| 2.2082 | 1.80 | |
| -2.4299 | -2.30 | |
| 3.0836 | 1.98 |
Estimation Period:
Nov 15, 2019 to Feb 6, 2026
Nov 15, 2019 to Feb 6, 2026
News Impact Curve
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