Tsingtao Brewery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
15.30%
decreased by 0.21%
1 Week
16.13%
increased by 0.62%
1 Month
18.49%
increased by 2.98%
Analysis last updated: Thursday, May 21, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3741 | 5.71 | |
| 0.0862 | 8.26 | |
| 0.8743 | 59.87 | |
| -0.0495 | -0.95 | |
| 0.0456 | 0.57 | |
| 0.0896 | 1.81 | |
| -0.1904 | -4.28 | |
| 0.1493 | 3.27 | |
| 0.0167 | 0.39 | |
| -0.1724 | -4.32 | |
| 0.1663 | 6.21 |
Estimation Period:
Aug 27, 1993 to May 15, 2026
Aug 27, 1993 to May 15, 2026
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