CMST Development Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.30% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4867 | 5.86 | |
| 0.1042 | 8.42 | |
| 0.8437 | 48.45 | |
| -0.0096 | -0.21 | |
| 0.1349 | 2.05 | |
| -0.2639 | -6.59 | |
| 0.2212 | 5.79 | |
| -0.1384 | -3.50 | |
| 0.0876 | 1.93 | |
| -0.0883 | -1.39 |
Estimation Period:
Jan 21, 1997 to Feb 6, 2026
Jan 21, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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