China Resources Beer (Hldgs) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8477 | 4.82 | |
| 0.0000 | 0.00 | |
| 0.2312 | 0.15 | |
| -2.5824 | -0.19 | |
| -6.9092 | -0.32 | |
| 15.2605 | 0.96 | |
| 11.9205 | 0.84 | |
| -58.3153 | -3.60 | |
| 84.1801 | 4.54 | |
| -84.7039 | -4.09 | |
| 70.0104 | 3.48 | |
| -42.4170 | -2.84 | |
| 19.3360 | 1.96 |
Estimation Period:
Jul 26, 2023 to Feb 6, 2026
Jul 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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