CITIC Niya Wine Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:90.89% (+9.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9371 | 4.76 | |
| 0.1206 | 9.09 | |
| 0.8284 | 46.80 | |
| -0.1859 | -2.72 | |
| 0.4225 | 4.03 | |
| -0.4109 | -4.71 | |
| 0.2051 | 2.68 | |
| 0.0591 | 0.84 | |
| -0.2594 | -3.27 | |
| 0.2886 | 3.64 | |
| -0.1409 | -1.44 |
Estimation Period:
Jul 11, 1997 to Jan 30, 2026
Jul 11, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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