Shanghai Dazhong Public Util Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.00% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6242 | 4.52 | |
| 0.1243 | 4.11 | |
| 0.7685 | 15.65 | |
| 1.9234 | 1.45 | |
| -2.5656 | -1.25 | |
| 0.1795 | 0.14 | |
| 0.6840 | 0.53 | |
| -0.5775 | -0.46 | |
| 2.1136 | 1.26 | |
| -4.7637 | -1.82 | |
| 6.9368 | 2.42 | |
| -6.7012 | -2.78 | |
| 3.0501 | 1.24 |
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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