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V-Lab

Huatai Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.49% (-0.47%)
Analysis last updated: Saturday, February 7, 2026 at 08:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Huatai Securities Co Ltd SGARCH
paramt-stat
ω1.34586.65
α0.05363.41
β0.882827.23
γ10.64402.18
γ2-1.1887-2.63
γ31.37094.68
γ4-1.9815-6.79
γ52.26887.53
γ6-1.9146-6.55
γ71.18873.66
γ8-0.4770-1.39
γ90.12460.32
γ100.19730.35
Estimation Period:
Feb 26, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts