CP System Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.50% (-9.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7167 | 1.13 | |
| 0.4137 | 0.36 | |
| 0.5863 | 0.50 | |
| 3.2432 | 0.01 | |
| -6.9115 | -0.01 | |
| 12.1234 | 0.02 | |
| -96.8251 | -0.14 | |
| 309.3892 | 0.57 | |
| -508.5512 | -4.65 | |
| 528.4136 | 2.02 | |
| -342.5396 | -1.00 | |
| 124.3236 | 0.59 | |
| -65.1156 | -0.55 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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