Shanghai Dazhong Public Util Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.96% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6134 | 4.53 | |
| 0.1254 | 4.17 | |
| 0.7612 | 15.19 | |
| 1.8526 | 1.41 | |
| -2.4612 | -1.22 | |
| 0.1347 | 0.11 | |
| 0.6941 | 0.55 | |
| -0.5656 | -0.46 | |
| 2.0736 | 1.27 | |
| -4.7009 | -1.85 | |
| 6.9093 | 2.54 | |
| -6.8007 | -3.25 | |
| 3.4643 | 2.70 |
Estimation Period:
Dec 5, 2016 to Feb 6, 2026
Dec 5, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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