Zhongtai Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.52% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5128 | 6.90 | |
| 0.0937 | 2.97 | |
| 0.8085 | 13.96 | |
| 0.0447 | 3.82 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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