China International Capital Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.57% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1783 | 8.14 | |
| 0.1164 | 3.04 | |
| 0.6936 | 11.63 | |
| 1.1566 | 7.15 | |
| -1.6071 | -6.40 | |
| 0.5714 | 2.75 | |
| -0.2103 | -1.10 | |
| 0.2096 | 1.05 | |
| -0.2014 | -1.13 |
Estimation Period:
Nov 9, 2015 to Feb 16, 2026
Nov 9, 2015 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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