China Merchants Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.06% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1241 | 4.34 | |
| 0.0602 | 6.46 | |
| 0.9115 | 64.16 | |
| 0.1286 | 2.42 | |
| -0.2682 | -3.51 | |
| 0.2142 | 4.23 | |
| -0.0525 | -1.22 | |
| -0.0730 | -1.85 | |
| 0.0749 | 2.63 |
Estimation Period:
Apr 9, 2002 to Feb 6, 2026
Apr 9, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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