China Security Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.78% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3835 | 4.38 | |
| 0.1573 | 10.29 | |
| 0.7384 | 27.50 | |
| -0.4095 | -4.02 | |
| 0.5109 | 2.80 | |
| -0.1798 | -1.40 | |
| 0.1935 | 2.65 | |
| -0.1453 | -2.82 | |
| -0.0334 | -0.66 | |
| 0.1419 | 2.65 | |
| -0.1569 | -3.03 | |
| 0.1516 | 2.88 | |
| -0.1019 | -2.43 |
Estimation Period:
Jan 2, 1991 to Jan 30, 2026
Jan 2, 1991 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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