CSI SmallCap 500 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.72% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4681 | 7.02 | |
| 0.0741 | 4.79 | |
| 0.9012 | 48.03 | |
| 0.0032 | 3.14 |
Estimation Period:
Jan 15, 2007 to Dec 31, 2025
Jan 15, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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