Huatai Securities Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.15% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8821 | 6.40 | |
| 0.0821 | 3.23 | |
| 0.7996 | 16.32 | |
| 0.4048 | 5.94 | |
| -0.5992 | -5.84 | |
| 0.3481 | 4.18 | |
| -0.1810 | -1.52 |
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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