China Merchants Bank Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.07% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1223 | 4.41 | |
| 0.0606 | 6.40 | |
| 0.9097 | 62.08 | |
| 0.1316 | 2.51 | |
| -0.2739 | -3.65 | |
| 0.2211 | 4.47 | |
| -0.0650 | -1.53 | |
| -0.0459 | -1.04 | |
| 0.0055 | 0.08 |
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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