China Resources Beer (Hldgs) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.33% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8346 | 3.69 | |
| 0.0000 | 0.00 | |
| 0.6376 | 0.35 | |
| -4.5404 | -0.29 | |
| -3.9297 | -0.17 | |
| 13.7173 | 0.84 | |
| 12.7983 | 0.90 | |
| -59.2793 | -3.67 | |
| 86.0523 | 4.66 | |
| -88.5854 | -4.32 | |
| 77.9079 | 3.84 | |
| -57.9758 | -3.53 | |
| 52.4934 | 2.45 |
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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