Shanghai Menon Animal Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.20% (+26.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3065 | 2.31 | |
| 0.3029 | 3.96 | |
| 0.5675 | 7.12 | |
| 3.0517 | 0.63 | |
| -4.6395 | -0.66 | |
| 10.0717 | 2.01 | |
| -18.6741 | -3.43 | |
| 15.9774 | 2.20 | |
| -10.3975 | -1.12 | |
| 7.1123 | 1.00 |
Estimation Period:
Jun 17, 2022 to Feb 6, 2026
Jun 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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