Huatai Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.09% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2233 | 14.98 | |
| 0.0715 | 6.54 | |
| 0.8818 | 139.15 | |
| 0.0118 | 0.67 |
Estimation Period:
Jun 1, 2015 to Feb 13, 2026
Jun 1, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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