CSI SmallCap 500 Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.31% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7582 | 7.62 | |
| 0.0759 | 4.98 | |
| 0.8958 | 46.92 | |
| 0.0088 | 2.02 |
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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