Shandong Boan Biotechnology Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.98% (-4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7787 | 1.40 | |
| 0.2159 | 1.96 | |
| 0.3923 | 1.68 | |
| -36.8342 | -1.07 | |
| 61.1532 | 1.27 | |
| -23.5729 | -1.09 | |
| -24.3836 | -1.70 | |
| 44.9440 | 4.02 | |
| -27.5091 | -2.55 | |
| 20.5251 | 1.32 | |
| -32.9438 | -1.35 | |
| 17.0722 | 0.72 | |
| 7.8811 | 0.62 |
Estimation Period:
Jan 2, 2023 to Feb 6, 2026
Jan 2, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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