Tsinghua Tongfang Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.27% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2214 | 6.64 | |
| 0.0824 | 6.84 | |
| 0.8803 | 51.72 | |
| 0.0430 | 3.44 | |
| -0.0768 | -4.02 | |
| 0.0552 | 3.79 | |
| -0.0290 | -1.44 |
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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