Caitong Securities Co.,Ltd. AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.74% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4171 | 19.97 | |
| 0.1389 | 24.76 | |
| 0.7814 | 163.09 | |
| 0.1431 | 1.90 |
Estimation Period:
Oct 24, 2017 to Feb 6, 2026
Oct 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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