Guotai Haitong Securities Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.06% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 2.90 | |
| 0.0446 | 7.15 | |
| 0.9907 | 711.74 | |
| 0.0416 | 7.28 |
Estimation Period:
Jun 26, 2015 to Feb 6, 2026
Jun 26, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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