Huatai Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.49% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3458 | 6.65 | |
| 0.0536 | 3.41 | |
| 0.8828 | 27.23 | |
| 0.6440 | 2.18 | |
| -1.1887 | -2.63 | |
| 1.3709 | 4.68 | |
| -1.9815 | -6.79 | |
| 2.2688 | 7.53 | |
| -1.9146 | -6.55 | |
| 1.1887 | 3.66 | |
| -0.4770 | -1.39 | |
| 0.1246 | 0.32 | |
| 0.1973 | 0.35 |
Estimation Period:
Feb 26, 2010 to Feb 6, 2026
Feb 26, 2010 to Feb 6, 2026
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