Guosen Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.91% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2243 | 5.73 | |
| 0.1085 | 3.71 | |
| 0.7330 | 10.40 | |
| -1.8708 | -4.64 | |
| 3.4171 | 5.55 | |
| -2.2401 | -5.21 | |
| 0.7628 | 1.88 | |
| -0.2135 | -0.54 | |
| 0.4145 | 1.01 | |
| -0.1022 | -0.22 | |
| -0.7659 | -0.99 |
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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