Liaoning Cheng Da Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.18% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0687 | 3.39 | |
| 0.0922 | 8.44 | |
| 0.8801 | 63.99 | |
| -0.1401 | -2.14 | |
| 0.3366 | 3.86 | |
| -0.3399 | -6.76 | |
| 0.1505 | 3.11 | |
| 0.0296 | 0.50 | |
| -0.0460 | -0.65 | |
| 0.0110 | 0.20 |
Estimation Period:
Aug 20, 1996 to Feb 6, 2026
Aug 20, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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