Huatai Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.23% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1582 | 8.51 | |
| 0.0523 | 4.85 | |
| 0.9297 | 63.40 | |
| 0.0018 | 1.67 |
Estimation Period:
Feb 26, 2010 to Feb 6, 2026
Feb 26, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Huatai Securities Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities