Shanxi Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.28% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3114 | 8.90 | |
| 0.0952 | 5.36 | |
| 0.8673 | 35.45 | |
| 0.0036 | 3.07 |
Estimation Period:
Nov 15, 2010 to Feb 6, 2026
Nov 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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