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V-Lab

Shanghai Dazhong Public Util Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.00% (-0.43%)
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 SGARCH
paramt-stat
ω0.62424.52
α0.12434.11
β0.768515.65
γ11.92341.45
γ2-2.5656-1.25
γ30.17950.14
γ40.68400.53
γ5-0.5775-0.46
γ62.11361.26
γ7-4.7637-1.82
γ86.93682.42
γ9-6.7012-2.78
γ103.05011.24
Estimation Period:
Dec 5, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts