Guotai Haitong Securities Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.24% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2193 | 5.98 | |
| 0.2092 | 4.38 | |
| 0.8160 | 58.98 | |
| -0.0649 | -1.07 |
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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