Zheshang Securities Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.68% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3401 | 6.12 | |
| 0.0987 | 3.54 | |
| 0.7480 | 10.64 | |
| 0.1773 | 1.19 | |
| -0.4000 | -1.81 | |
| 0.5199 | 3.20 | |
| -0.8828 | -3.59 |
Estimation Period:
Jun 26, 2017 to Feb 6, 2026
Jun 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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