Zhongtai Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.54% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7762 | 5.67 | |
| 0.1059 | 2.65 | |
| 0.7143 | 6.95 | |
| -0.0126 | -0.06 | |
| 0.3548 | 0.91 | |
| -0.9485 | -2.36 |
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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