China Petroleum Engineering Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.05% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7275 | 6.53 | |
| 0.1358 | 9.01 | |
| 0.7953 | 36.75 | |
| 0.1158 | 2.61 | |
| -0.2432 | -3.62 | |
| 0.1852 | 4.25 | |
| -0.0767 | -1.99 | |
| 0.0150 | 0.39 | |
| 0.0166 | 0.29 |
Estimation Period:
Dec 25, 2000 to Feb 6, 2026
Dec 25, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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