Guotai Junan Securities Co AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.66% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 7.95 | |
| 0.2684 | 17.12 | |
| 0.6944 | 37.03 | |
| 0.1901 | 5.87 |
Estimation Period:
Oct 14, 2022 to Feb 13, 2026
Oct 14, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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