China Merchants Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.21% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 13.20 | |
| 0.0724 | 15.79 | |
| 0.9286 | 326.17 | |
| -0.0174 | -2.54 |
Estimation Period:
Nov 17, 2009 to Feb 6, 2026
Nov 17, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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