Shanghai Fudan-Zhangiang Bio Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.55% (+18.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0551 | 5.16 | |
| 0.1433 | 5.47 | |
| 0.7190 | 18.63 | |
| 1.0188 | 2.00 | |
| -2.1694 | -2.59 | |
| 2.3405 | 3.28 | |
| -1.8778 | -2.72 | |
| 1.1400 | 1.39 | |
| -1.2799 | -1.45 | |
| 1.4339 | 1.97 | |
| -0.7909 | -1.36 | |
| 0.9456 | 1.26 | |
| -2.5812 | -1.78 |
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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