Minmetals Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.72% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9569 | 4.96 | |
| 0.1116 | 7.96 | |
| 0.8289 | 40.05 | |
| 0.1347 | 3.27 | |
| -0.2328 | -4.03 | |
| 0.1326 | 3.81 | |
| -0.0717 | -2.11 | |
| 0.0797 | 1.99 | |
| -0.0523 | -1.52 |
Estimation Period:
Feb 23, 2001 to Feb 6, 2026
Feb 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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