CMST Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.72% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5139 | 5.81 | |
| 0.1039 | 8.63 | |
| 0.8470 | 50.55 | |
| -0.0049 | -0.11 | |
| 0.1272 | 1.90 | |
| -0.2574 | -6.27 | |
| 0.2117 | 5.39 | |
| -0.1200 | -2.98 | |
| 0.0481 | 1.17 | |
| 0.0111 | 0.37 |
Estimation Period:
Jan 21, 1997 to Jan 30, 2026
Jan 21, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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