Caitong Securities Co.,Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.72% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5147 | 9.53 | |
| 0.1010 | 3.72 | |
| 0.7653 | 13.55 | |
| 0.0181 | 5.01 |
Estimation Period:
Oct 24, 2017 to Feb 13, 2026
Oct 24, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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