Bank of Chengdu Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.60% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2681 | 3.56 | |
| 0.1166 | 2.78 | |
| 0.6644 | 5.58 | |
| -2.1223 | -2.24 | |
| 4.5788 | 3.48 | |
| -3.8296 | -4.31 | |
| 1.7780 | 2.24 | |
| -1.1717 | -1.63 | |
| 1.8046 | 2.25 | |
| -1.8019 | -2.00 | |
| 1.1226 | 1.65 |
Estimation Period:
Jan 31, 2018 to Feb 6, 2026
Jan 31, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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