Guotai Haitong Securities Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.75% (-5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2092 | 6.98 | |
| 0.8075 | 54.17 | |
| -0.0800 | -2.02 | |
| 13.0698 | 24.66 |
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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