Guotai Junan Securities Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.12% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0610 | 1.51 | |
| 0.3770 | 4.52 | |
| 0.4858 | 5.73 | |
| 6.1782 | 0.27 | |
| -18.6510 | -0.57 | |
| 35.8585 | 2.36 | |
| -46.7679 | -4.03 | |
| 36.6904 | 3.48 | |
| -20.1300 | -1.97 | |
| 13.8535 | 1.44 | |
| -21.2989 | -2.85 | |
| 36.0359 | 4.08 |
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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