Guoyuan Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.40% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8274 | 4.94 | |
| 0.0878 | 7.78 | |
| 0.8665 | 57.21 | |
| -0.0672 | -1.29 | |
| 0.1557 | 2.15 | |
| -0.2161 | -4.62 | |
| 0.2412 | 5.26 | |
| -0.2120 | -4.63 | |
| 0.1606 | 3.06 | |
| -0.0780 | -1.08 |
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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