Baoshan Iron & Steel Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.36% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7608 | 3.49 | |
| 0.1119 | 6.58 | |
| 0.8253 | 32.59 | |
| 0.0249 | 0.17 | |
| 0.0727 | 0.32 | |
| -0.2822 | -1.80 | |
| 0.1740 | 1.51 | |
| 0.2361 | 1.86 | |
| -0.4651 | -2.94 | |
| 0.4106 | 3.04 | |
| -0.3078 | -2.57 | |
| 0.2396 | 1.63 |
Estimation Period:
Dec 12, 2000 to Jan 30, 2026
Dec 12, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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