China Merchants Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.55% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3099 | 6.52 | |
| 0.0661 | 5.37 | |
| 0.9218 | 67.17 | |
| 0.0025 | 1.97 |
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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