China World Trade Center Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.99% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1499 | 5.83 | |
| 0.1075 | 7.31 | |
| 0.8036 | 29.21 | |
| -0.0505 | -0.87 | |
| 0.2265 | 2.95 | |
| -0.4084 | -7.82 | |
| 0.3954 | 6.20 | |
| -0.2624 | -3.59 | |
| 0.1799 | 2.65 | |
| -0.1441 | -2.35 | |
| 0.0949 | 2.09 |
Estimation Period:
Mar 12, 1999 to Feb 6, 2026
Mar 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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