China World Trade Center Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.12% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1361 | 5.89 | |
| 0.1071 | 7.13 | |
| 0.8008 | 28.06 | |
| -0.0581 | -1.02 | |
| 0.2398 | 3.17 | |
| -0.4187 | -8.12 | |
| 0.4020 | 6.38 | |
| -0.2617 | -3.62 | |
| 0.1638 | 2.40 | |
| -0.0963 | -1.43 | |
| -0.0348 | -0.43 |
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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