China Merchants Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.97% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3468 | 3.50 | |
| 0.1515 | 3.52 | |
| 0.7033 | 11.12 | |
| 1.7370 | 2.41 | |
| -3.2308 | -3.28 | |
| 2.3138 | 4.28 | |
| -1.5996 | -2.69 | |
| 1.0784 | 1.64 | |
| -0.1704 | -0.28 | |
| 0.1765 | 0.33 | |
| -0.6769 | -1.86 |
Estimation Period:
Oct 10, 2016 to Feb 6, 2026
Oct 10, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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