Tsinghua Tongfang Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.64% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2168 | 6.65 | |
| 0.0826 | 6.89 | |
| 0.8799 | 51.77 | |
| 0.0424 | 3.43 | |
| -0.0755 | -4.05 | |
| 0.0536 | 4.13 | |
| -0.0257 | -2.93 |
Estimation Period:
Jul 1, 1997 to Feb 6, 2026
Jul 1, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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