China Merchants Bank Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.36% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1045 | 4.68 | |
| 0.0725 | 4.99 | |
| 0.8751 | 36.40 | |
| -0.1705 | -2.30 | |
| 0.3095 | 2.43 | |
| -0.2191 | -1.79 | |
| 0.1437 | 1.34 | |
| -0.0799 | -1.03 | |
| -0.1092 | -1.22 |
Estimation Period:
Sep 22, 2006 to Feb 13, 2026
Sep 22, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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