Create Capital Jsc Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.79% (-4.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9985 | 3.63 | |
| 0.2281 | 5.95 | |
| 0.5767 | 9.50 | |
| -4.2885 | -3.48 | |
| 8.2946 | 4.54 | |
| -5.8111 | -3.73 | |
| 2.4559 | 1.59 | |
| -2.0365 | -1.54 | |
| 2.7288 | 2.35 | |
| -2.8527 | -2.25 | |
| 3.8461 | 2.34 | |
| -5.0266 | -1.79 |
Estimation Period:
Aug 20, 2018 to Feb 6, 2026
Aug 20, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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