Simplify China A SHS PL Incm Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.96% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3839 | 2.24 | |
| 0.1151 | 1.56 | |
| 0.2904 | 0.52 | |
| 35.6465 | 0.26 | |
| -44.7810 | -0.24 | |
| -121.0573 | -1.08 | |
| 244.7354 | 1.91 | |
| -141.9711 | -1.04 | |
| 76.4821 | 0.48 | |
| -194.2999 | -1.19 | |
| 433.1189 | 2.10 | |
| -630.7768 | -2.23 | |
| 485.4881 | 2.37 |
Estimation Period:
Jan 14, 2025 to Feb 13, 2026
Jan 14, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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