Hesai Group Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:77.63% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6619 | 5.26 | |
| 0.0777 | 1.57 | |
| 0.4849 | 1.48 | |
| -17.7053 | -4.46 | |
| 30.1556 | 4.77 | |
| -23.4249 | -3.67 | |
| 24.0710 | 3.31 | |
| -25.5257 | -3.72 | |
| 16.6866 | 2.59 | |
| -2.5383 | -0.33 |
Estimation Period:
Feb 9, 2023 to Feb 6, 2026
Feb 9, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Depositary Receipts