CITIC Niya Wine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.70% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9409 | 4.72 | |
| 0.1220 | 9.18 | |
| 0.8273 | 46.85 | |
| -0.1789 | -2.61 | |
| 0.4096 | 3.90 | |
| -0.4017 | -4.61 | |
| 0.2017 | 2.64 | |
| 0.0573 | 0.81 | |
| -0.2565 | -3.22 | |
| 0.2884 | 3.70 | |
| -0.1431 | -2.77 |
Estimation Period:
Jul 11, 1997 to Feb 6, 2026
Jul 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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