Huatai Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.05% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 11.12 | |
| 0.0554 | 13.74 | |
| 0.9374 | 299.20 | |
| -0.0125 | -2.04 |
Estimation Period:
Feb 26, 2010 to Feb 6, 2026
Feb 26, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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