China Merchants Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.46% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1870 | 6.34 | |
| 0.0659 | 5.29 | |
| 0.9205 | 65.18 | |
| -0.0019 | -0.37 |
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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