Guoyuan Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.74% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8426 | 5.02 | |
| 0.0878 | 7.77 | |
| 0.8665 | 57.07 | |
| -0.0607 | -1.17 | |
| 0.1452 | 2.01 | |
| -0.2088 | -4.46 | |
| 0.2349 | 5.12 | |
| -0.2060 | -4.53 | |
| 0.1535 | 3.09 | |
| -0.0658 | -1.59 |
Estimation Period:
Jun 16, 1997 to Feb 6, 2026
Jun 16, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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