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V-Lab

Jiangsu Shagang Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.06% (-4.14%)
Analysis last updated: Saturday, February 7, 2026 at 08:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiangsu Shagang Co Ltd S0GARCH
paramt-stat
ω1.21995.26
α0.16134.09
β0.760216.25
γ1-0.2866-1.63
γ20.39731.40
γ3-0.0236-0.11
γ4-0.1651-0.85
γ5-0.0669-0.36
γ60.42122.83
γ7-0.3980-4.11
Estimation Period:
Oct 25, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts