Guotai Haitong Securities Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.20% (-3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1326 | 6.87 | |
| 0.1468 | 3.53 | |
| 0.6878 | 7.02 | |
| 0.5328 | 3.87 | |
| -0.7433 | -3.92 |
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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