Shanghai Kai Kai Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.85% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0393 | 4.62 | |
| 0.0794 | 7.94 | |
| 0.8799 | 48.35 | |
| -0.2732 | -4.65 | |
| 0.4997 | 5.97 | |
| -0.3853 | -6.66 | |
| 0.1915 | 3.39 | |
| 0.0097 | 0.17 | |
| -0.0874 | -1.31 | |
| 0.1260 | 1.44 | |
| -0.2713 | -2.17 |
Estimation Period:
Jan 8, 1997 to Feb 6, 2026
Jan 8, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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