Guotai Haitong Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.11% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5317 | 9.44 | |
| 0.1716 | 3.96 | |
| 0.0267 | 0.32 | |
| 1.1967 | 12.34 | |
| -1.4824 | -9.11 | |
| 0.2345 | 1.75 | |
| 0.2295 | 2.07 | |
| -0.2583 | -2.99 |
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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