Changjiang Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.90% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0501 | 7.38 | |
| 0.0888 | 7.59 | |
| 0.8715 | 54.38 | |
| 0.0354 | 3.03 | |
| -0.0660 | -3.57 | |
| 0.0351 | 2.25 | |
| 0.0248 | 1.06 |
Estimation Period:
Jul 31, 1997 to Feb 6, 2026
Jul 31, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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