Guotai Haitong Securities Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.12% (-4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 4.55 | |
| 0.2921 | 15.09 | |
| 0.9707 | 132.83 | |
| 0.0266 | 0.85 |
Estimation Period:
Nov 5, 2020 to Feb 6, 2026
Nov 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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