Sichuan Guangan AAA PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.94% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8523 | 2.86 | |
| 0.1096 | 7.69 | |
| 0.8296 | 36.07 | |
| 0.1935 | 0.61 | |
| -0.5585 | -1.45 | |
| 0.5672 | 3.55 | |
| -0.2904 | -1.79 | |
| 0.2120 | 1.21 | |
| -0.3816 | -1.64 | |
| 0.6227 | 2.21 | |
| -0.7064 | -2.61 | |
| 0.7809 | 2.62 | |
| -1.1578 | -3.11 |
Estimation Period:
Sep 6, 2004 to Jan 30, 2026
Sep 6, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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