Minmetals Capital Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.00% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9607 | 5.00 | |
| 0.1118 | 7.95 | |
| 0.8283 | 39.85 | |
| 0.1370 | 3.33 | |
| -0.2362 | -4.10 | |
| 0.1338 | 3.80 | |
| -0.0699 | -1.93 | |
| 0.0725 | 1.50 | |
| -0.0325 | -0.48 |
Estimation Period:
Feb 23, 2001 to Jan 30, 2026
Feb 23, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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