Maoye Commericial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:99.13% (+13.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2266 | 4.40 | |
| 0.1649 | 8.86 | |
| 0.7415 | 30.47 | |
| -0.0421 | -1.82 | |
| 0.1031 | 3.35 | |
| -0.1161 | -5.87 | |
| 0.0771 | 3.96 | |
| -0.0352 | -1.63 | |
| 0.0969 | 3.19 |
Estimation Period:
Feb 24, 1994 to Jan 30, 2026
Feb 24, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Maoye Commericial Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities