Guotai Haitong Securities Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.78% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2519 | 5.62 | |
| 0.1430 | 2.91 | |
| 0.4148 | 2.22 | |
| 2.5661 | 1.82 | |
| -2.8270 | -1.38 | |
| -0.0945 | -0.07 | |
| 2.9291 | 1.68 | |
| -6.6034 | -2.14 | |
| 8.4412 | 1.81 |
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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