Bank of Xi'an Co.,Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.65% (+3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2933 | 4.21 | |
| 0.2376 | 4.46 | |
| 0.5284 | 8.97 | |
| 1.0468 | 0.88 | |
| -2.1807 | -1.18 | |
| 2.9925 | 2.66 | |
| -2.9901 | -3.21 | |
| 1.5256 | 1.41 | |
| 0.2417 | 0.21 | |
| -2.7698 | -1.56 |
Estimation Period:
Mar 1, 2019 to Jan 30, 2026
Mar 1, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Xi'an Co.,Ltd. Analyses
Other Spline-GARCH Analyses on International Equities