China National Gold Group Gold Jewellery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:135.19% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0906 | 9.12 | |
| 0.2022 | 4.91 | |
| 0.7698 | 18.56 | |
| -10.5391 | -2.80 | |
| 20.6003 | 3.68 | |
| -16.9288 | -3.16 | |
| 6.0639 | 1.10 | |
| 7.6996 | 1.24 | |
| -15.4097 | -2.02 | |
| 19.1226 | 1.96 | |
| -27.0419 | -2.07 | |
| 41.9204 | 2.61 |
Estimation Period:
Feb 5, 2021 to Jan 30, 2026
Feb 5, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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