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V-Lab

Shanghai Menon Animal Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.20% (+26.85%)
Analysis last updated: Saturday, February 7, 2026 at 09:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Shanghai Menon Animal S0GARCH
paramt-stat
ω1.30652.31
α0.30293.96
β0.56757.12
γ13.05170.63
γ2-4.6395-0.66
γ310.07172.01
γ4-18.6741-3.43
γ515.97742.20
γ6-10.3975-1.12
γ77.11231.00
Estimation Period:
Jun 17, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts