Guosen Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.25% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2373 | 5.76 | |
| 0.1076 | 3.65 | |
| 0.7349 | 10.36 | |
| -1.8422 | -4.56 | |
| 3.3748 | 5.47 | |
| -2.2205 | -5.17 | |
| 0.7622 | 1.88 | |
| -0.2440 | -0.63 | |
| 0.5088 | 1.29 | |
| -0.3393 | -0.91 | |
| -0.1135 | -0.43 |
Estimation Period:
Dec 29, 2014 to Feb 6, 2026
Dec 29, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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