China Sandi Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:39.10% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8721 | 3.18 | |
| 0.2268 | 4.50 | |
| 0.3827 | 5.59 | |
| -0.8975 | -2.77 | |
| 1.6294 | 3.28 | |
| -1.3251 | -3.21 | |
| 1.1285 | 2.93 | |
| -1.0896 | -3.08 | |
| 0.8070 | 2.01 | |
| -0.2105 | -0.45 | |
| 0.0180 | 0.05 | |
| 0.3234 | 0.95 | |
| -1.7739 | -4.70 |
Estimation Period:
Jan 2, 2007 to May 30, 2025
Jan 2, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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