Tsingtao Brewery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.58% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3509 | 5.96 | |
| 0.0926 | 7.92 | |
| 0.8580 | 50.98 | |
| -0.0453 | -0.90 | |
| 0.0353 | 0.46 | |
| 0.1041 | 2.22 | |
| -0.2070 | -4.86 | |
| 0.1660 | 3.84 | |
| -0.0152 | -0.37 | |
| -0.0861 | -1.95 | |
| -0.0447 | -0.72 |
Estimation Period:
Aug 27, 1993 to Jan 30, 2026
Aug 27, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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