China Banking Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:20.69% (+2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6796 | 1.62 | |
| 0.2752 | 8.42 | |
| 0.6698 | 22.10 | |
| 0.2704 | 1.15 | |
| -0.5272 | -1.73 | |
| 0.3802 | 2.69 | |
| -0.1016 | -0.80 | |
| -0.0991 | -0.61 | |
| 0.0626 | 0.33 | |
| 0.1234 | 0.78 | |
| -0.1538 | -1.11 | |
| 0.0775 | 0.53 | |
| -0.0660 | -0.61 |
Estimation Period:
Jan 12, 1990 to Feb 16, 2026
Jan 12, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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