Huaan Securities Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.76% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3372 | 3.79 | |
| 0.1060 | 4.99 | |
| 0.8019 | 20.94 | |
| 0.0876 | 0.48 | |
| -0.2048 | -0.79 | |
| 0.3034 | 1.80 | |
| -0.2688 | -2.11 |
Estimation Period:
Dec 6, 2016 to Feb 6, 2026
Dec 6, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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