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V-Lab

Shanghai Dazhong Public Util Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.96% (-0.41%)
Analysis last updated: Saturday, February 7, 2026 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Shanghai Dazhong Public Util S0GARCH
paramt-stat
ω0.61344.53
α0.12544.17
β0.761215.19
γ11.85261.41
γ2-2.4612-1.22
γ30.13470.11
γ40.69410.55
γ5-0.5656-0.46
γ62.07361.27
γ7-4.7009-1.85
γ86.90932.54
γ9-6.8007-3.25
γ103.46432.70
Estimation Period:
Dec 5, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts