China Merchants Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.27% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3445 | 3.62 | |
| 0.1563 | 3.56 | |
| 0.6802 | 9.99 | |
| 1.7524 | 2.49 | |
| -3.2693 | -3.40 | |
| 2.3669 | 4.51 | |
| -1.6815 | -2.91 | |
| 1.2431 | 1.93 | |
| -0.5412 | -0.91 | |
| 1.0317 | 1.37 | |
| -2.9541 | -1.72 |
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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