China First Heavy Industries Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.66% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5272 | 5.97 | |
| 0.1688 | 5.65 | |
| 0.7017 | 14.53 | |
| -0.7750 | -2.76 | |
| 0.7654 | 1.90 | |
| 0.7418 | 2.53 | |
| -1.7424 | -5.54 | |
| 1.5379 | 4.07 | |
| -0.6743 | -1.76 | |
| 0.2846 | 0.76 | |
| -0.4768 | -1.23 | |
| 0.9127 | 2.37 | |
| -0.8814 | -3.28 |
Estimation Period:
Feb 9, 2010 to Feb 6, 2026
Feb 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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