Shanghai Fudan-Zhangiang Bio Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.53% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8621 | 4.03 | |
| 0.1551 | 6.04 | |
| 0.7470 | 24.62 | |
| -0.1949 | -1.15 | |
| 0.4299 | 1.71 | |
| -0.5576 | -3.58 | |
| 0.6023 | 4.67 | |
| -0.3823 | -3.91 |
Estimation Period:
Dec 16, 2013 to Feb 6, 2026
Dec 16, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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