China CSSC Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.92% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9221 | 5.36 | |
| 0.0801 | 7.26 | |
| 0.8570 | 41.59 | |
| -0.0267 | -0.41 | |
| 0.1399 | 1.50 | |
| -0.2767 | -4.16 | |
| 0.2711 | 3.94 | |
| -0.1518 | -2.50 | |
| 0.0577 | 1.04 | |
| -0.0132 | -0.22 | |
| -0.0317 | -0.39 |
Estimation Period:
May 20, 1998 to Jan 30, 2026
May 20, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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