Anhui Construction Engineering Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.60% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9208 | 6.39 | |
| 0.1069 | 5.83 | |
| 0.8611 | 39.49 | |
| -0.0170 | -4.13 | |
| 0.0242 | 4.74 |
Estimation Period:
Apr 15, 2003 to Feb 6, 2026
Apr 15, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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