Guotai Haitong Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.80% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0641 | 8.73 | |
| 0.0451 | 7.80 | |
| 0.9399 | 207.89 | |
| -0.0178 | -2.04 |
Estimation Period:
Jun 26, 2015 to Jan 30, 2026
Jun 26, 2015 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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