Guotai Junan Securities Co MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:11.04% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1452 | 11.43 | |
| 0.4896 | 16.52 | |
| 0.3207 | 8.56 | |
| 0.2430 | 0.44 | |
| 0.5479 | 0.47 | |
| 0.3126 | 0.20 |
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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