Guotai Haitong Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.43% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2169 | 6.48 | |
| 0.0419 | 2.58 | |
| -0.0743 | -3.14 | |
| 0.3227 | 0.30 | |
| 0.2126 | 0.79 | |
| 0.6549 | 1.00 |
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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