Guotai Haitong Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.42% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5270 | 9.44 | |
| 0.1711 | 3.97 | |
| 0.0287 | 0.35 | |
| 1.1928 | 12.33 | |
| -1.4786 | -9.08 | |
| 0.2346 | 1.70 | |
| 0.2331 | 1.66 | |
| -0.2751 | -1.18 |
Estimation Period:
Jun 26, 2015 to Feb 6, 2026
Jun 26, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Guotai Haitong Securities Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities