Sinosteel Luonai Materials Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:83.42% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3102 | 3.53 | |
| 0.1881 | 2.46 | |
| 0.6935 | 6.72 | |
| 1.2234 | 1.53 | |
| -1.8237 | -1.25 | |
| 2.4314 | 1.08 |
Estimation Period:
Jun 6, 2022 to Feb 6, 2026
Jun 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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