Nanjing Securities Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.79% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7122 | 7.16 | |
| 0.1434 | 4.52 | |
| 0.7459 | 15.44 | |
| 0.0286 | 4.75 |
Estimation Period:
Jun 13, 2018 to Feb 6, 2026
Jun 13, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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