Shanghai Jiao Yun Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.29% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5948 | 5.29 | |
| 0.1655 | 10.26 | |
| 0.7642 | 35.63 | |
| -0.0506 | -1.15 | |
| 0.0767 | 1.18 | |
| 0.0617 | 1.55 | |
| -0.2139 | -6.51 | |
| 0.1990 | 5.35 | |
| -0.1293 | -3.14 | |
| 0.1365 | 3.14 | |
| -0.1215 | -3.48 |
Estimation Period:
Sep 28, 1993 to Feb 13, 2026
Sep 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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