Guotai Junan Securities Co EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.37% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 2.55 | |
| 0.3618 | 9.76 | |
| 0.9046 | 64.29 | |
| -0.0628 | -2.75 |
Estimation Period:
Oct 13, 2022 to Feb 13, 2026
Oct 13, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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