Shanxi Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.50% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7505 | 3.03 | |
| 0.1129 | 4.94 | |
| 0.7792 | 18.65 | |
| -1.1615 | -2.89 | |
| 2.1355 | 3.88 | |
| -1.9329 | -5.77 | |
| 1.6407 | 5.25 | |
| -1.1268 | -3.30 | |
| 0.6644 | 1.78 | |
| -0.2446 | -0.70 | |
| 0.1976 | 0.53 | |
| -0.8757 | -1.33 |
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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