Kaisa Capital Investment Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.64% (-5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9639 | 1.32 | |
| 0.1825 | 4.10 | |
| 0.6645 | 10.78 | |
| 2.4515 | 0.77 | |
| -3.9682 | -0.91 | |
| 2.0412 | 0.99 | |
| -1.5429 | -0.88 | |
| 2.1401 | 1.34 | |
| -1.4523 | -1.11 | |
| 1.5254 | 1.34 | |
| -3.7696 | -2.84 | |
| 4.7984 | 3.21 | |
| -2.9832 | -2.67 |
Estimation Period:
Jul 19, 2010 to Feb 6, 2026
Jul 19, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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