Sichuan Golden Summit Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.55% (-4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1144 | 4.98 | |
| 0.1523 | 9.33 | |
| 0.7786 | 35.88 | |
| -0.0202 | -0.19 | |
| 0.0068 | 0.04 | |
| 0.0285 | 0.27 | |
| 0.1062 | 1.13 | |
| -0.3356 | -3.09 | |
| 0.3871 | 3.46 | |
| -0.2744 | -2.90 | |
| 0.0992 | 1.09 | |
| 0.0853 | 0.94 | |
| -0.1301 | -1.83 |
Estimation Period:
Oct 8, 1993 to Feb 6, 2026
Oct 8, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sichuan Golden Summit Group Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities