China International Capital Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.56% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3497 | 8.78 | |
| 0.1072 | 3.06 | |
| 0.6986 | 10.94 | |
| 1.7473 | 7.36 | |
| -2.3356 | -5.94 | |
| 0.7349 | 2.27 | |
| -0.2315 | -0.75 | |
| 0.0213 | 0.07 | |
| 0.4217 | 1.03 | |
| -1.2412 | -1.68 |
Estimation Period:
Nov 9, 2015 to Feb 13, 2026
Nov 9, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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