CIMC Enric Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.38% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7272 | 3.74 | |
| 0.0818 | 6.79 | |
| 0.8455 | 36.30 | |
| -0.1928 | -2.36 | |
| 0.2708 | 2.42 | |
| -0.1165 | -1.87 | |
| 0.0805 | 1.37 | |
| -0.1082 | -1.77 | |
| 0.1085 | 2.22 |
Estimation Period:
Oct 18, 2005 to Feb 16, 2026
Oct 18, 2005 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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