Guotai Junan Securities Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:17.38% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0790 | 2.91 | |
| 0.2836 | 3.59 | |
| 0.4316 | 3.74 | |
| 12.7179 | 0.87 | |
| -26.9226 | -1.20 | |
| 35.7041 | 2.81 | |
| -46.1145 | -4.89 | |
| 39.2758 | 4.51 | |
| -12.8951 | -1.61 | |
| -10.3233 | -1.19 | |
| 10.3297 | 1.34 | |
| 8.9315 | 0.99 |
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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