Changshu Tongrun A Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.47% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3633 | 3.68 | |
| 0.1804 | 3.66 | |
| 0.6278 | 8.08 | |
| 1.8127 | 2.71 | |
| -2.6462 | -2.74 | |
| 0.5391 | 0.67 |
Estimation Period:
Jul 29, 2022 to Feb 6, 2026
Jul 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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