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V-Lab

First Shanghai Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.71% (+0.14%)
Analysis last updated: Saturday, February 7, 2026 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Shanghai Investments Ltd SGARCH
paramt-stat
ω1.20316.06
α0.13626.09
β0.764622.36
γ1-0.2436-2.22
γ20.41392.40
γ3-0.1306-0.86
γ4-0.2397-1.36
γ50.41161.88
γ6-0.3336-1.54
γ70.26041.39
γ8-0.3210-1.60
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts