Nanjing Chemical Fibre Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.07% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3515 | 5.96 | |
| 0.1090 | 9.38 | |
| 0.8457 | 49.75 | |
| -0.0352 | -1.15 | |
| 0.1461 | 3.12 | |
| -0.1995 | -5.05 | |
| 0.1086 | 2.93 | |
| -0.0101 | -0.25 | |
| -0.0277 | -0.58 | |
| 0.0547 | 0.95 |
Estimation Period:
Mar 8, 1996 to Feb 6, 2026
Mar 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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