Bank of Chengdu Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.23% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2609 | 3.54 | |
| 0.1166 | 2.78 | |
| 0.6654 | 5.61 | |
| -2.1580 | -2.27 | |
| 4.6358 | 3.51 | |
| -3.8657 | -4.35 | |
| 1.8006 | 2.27 | |
| -1.1791 | -1.62 | |
| 1.7897 | 2.09 | |
| -1.7460 | -1.61 | |
| 0.9600 | 0.70 |
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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