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V-Lab

First Shanghai Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.15% (+8.64%)
Analysis last updated: Tuesday, February 10, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Shanghai Investments Ltd S0GARCH
paramt-stat
ω1.39525.99
α0.13636.06
β0.773023.93
γ1-0.0606-0.77
γ20.19391.62
γ3-0.2664-2.93
γ40.23192.42
γ5-0.1070-1.13
γ6-0.0158-0.22
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts