Simplify China A SHS PL Incm Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.98% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3911 | 2.69 | |
| 0.1156 | 1.44 | |
| 0.2770 | 0.47 | |
| 53.1431 | 0.77 | |
| -152.6552 | -1.35 | |
| 152.6646 | 1.99 | |
| -41.5057 | -0.77 | |
| -62.5322 | -1.11 | |
| 174.6920 | 2.01 | |
| -388.1039 | -1.69 |
Estimation Period:
Jan 14, 2025 to Feb 6, 2026
Jan 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Simplify China A SHS PL Incm Analyses
Other Spline-GARCH Analyses on ETFs