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	param	t-stat
$ω$	1.2662	5.19
$α$	0.0955	3.79
$β$	0.7589	12.85
$γ_{1}$	-0.2370	-0.67
$γ_{2}$	0.8819	1.70
$γ_{3}$	-1.7017	-4.38
$γ_{4}$	2.0848	5.98
$γ_{5}$	-1.4166	-4.21
$γ_{6}$	0.3296	0.94
$γ_{7}$	0.1618	0.47
$γ_{8}$	-0.2341	-0.66
$γ_{9}$	0.6176	1.42
$γ_{10}$	-1.6367	-2.06

V-Lab

CITIC Securities Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:27.70% (+2.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CITIC Securities Co Ltd Analyses