Sichuan Guangan AAA PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.50% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9433 | 5.51 | |
| 0.1024 | 7.27 | |
| 0.8619 | 44.49 | |
| -0.0433 | -3.23 | |
| 0.0635 | 2.89 | |
| -0.0227 | -1.63 |
Estimation Period:
Sep 6, 2004 to Feb 6, 2026
Sep 6, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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