Guotai Haitong Securities Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.28% (-5.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2060 | 5.49 | |
| 0.1874 | 10.80 | |
| 0.8117 | 63.16 |
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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