Guotai Junan Securities Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:8.46% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0564 | 1.45 | |
| 0.3760 | 4.55 | |
| 0.5112 | 6.33 | |
| 4.3087 | 0.18 | |
| -16.0107 | -0.47 | |
| 34.7993 | 2.17 | |
| -46.2321 | -3.76 | |
| 35.8803 | 3.23 | |
| -18.5252 | -1.73 | |
| 10.3793 | 1.02 | |
| -12.9251 | -1.63 | |
| 13.5903 | 2.30 |
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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