Taiyuan Heavy Industry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.57% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9668 | 7.58 | |
| 0.1012 | 8.17 | |
| 0.8446 | 44.46 | |
| 0.0624 | 1.12 | |
| -0.0265 | -0.30 | |
| -0.1282 | -1.85 | |
| 0.1357 | 1.89 | |
| -0.0861 | -1.23 | |
| 0.1144 | 1.74 | |
| -0.1808 | -2.42 | |
| 0.3402 | 3.51 |
Estimation Period:
Sep 4, 1998 to Feb 6, 2026
Sep 4, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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