Guotai Junan International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.61% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8703 | 5.36 | |
| 0.1334 | 4.29 | |
| 0.7406 | 14.49 | |
| -0.3214 | -1.53 | |
| 0.6419 | 1.92 | |
| -0.7138 | -2.94 | |
| 0.6362 | 3.22 | |
| -0.2782 | -1.70 | |
| -0.0218 | -0.13 | |
| 0.3212 | 1.70 | |
| -0.4713 | -2.76 |
Estimation Period:
Jul 8, 2010 to Feb 6, 2026
Jul 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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