Guotai Junan International Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.33% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9640 | 7.51 | |
| 0.1359 | 4.26 | |
| 0.7687 | 17.69 | |
| -0.0243 | -2.53 | |
| 0.0761 | 3.82 |
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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