China International Capital Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.53% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7064 | 8.98 | |
| 0.0831 | 1.88 | |
| 0.6286 | 3.36 | |
| 0.2715 | 3.11 | |
| -0.5384 | -3.33 |
Estimation Period:
Nov 2, 2020 to Jan 30, 2026
Nov 2, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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