First Shanghai Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.71% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2031 | 6.06 | |
| 0.1362 | 6.09 | |
| 0.7646 | 22.36 | |
| -0.2436 | -2.22 | |
| 0.4139 | 2.40 | |
| -0.1306 | -0.86 | |
| -0.2397 | -1.36 | |
| 0.4116 | 1.88 | |
| -0.3336 | -1.54 | |
| 0.2604 | 1.39 | |
| -0.3210 | -1.60 |
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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