Huatai Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.96% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8921 | 6.48 | |
| 0.0822 | 3.25 | |
| 0.7963 | 15.97 | |
| 0.4123 | 6.14 | |
| -0.6161 | -6.15 | |
| 0.3778 | 4.98 | |
| -0.2540 | -4.43 |
Estimation Period:
Jun 1, 2015 to Feb 6, 2026
Jun 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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