First Shanghai Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:62.15% (+8.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3952 | 5.99 | |
| 0.1363 | 6.06 | |
| 0.7730 | 23.93 | |
| -0.0606 | -0.77 | |
| 0.1939 | 1.62 | |
| -0.2664 | -2.93 | |
| 0.2319 | 2.42 | |
| -0.1070 | -1.13 | |
| -0.0158 | -0.22 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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