Shanghai Menon Animal Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.37% (+30.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4240 | 2.78 | |
| 0.3396 | 4.27 | |
| 0.5885 | 9.27 | |
| 1.0905 | 2.82 | |
| -2.2873 | -3.34 |
Estimation Period:
Jun 17, 2022 to Feb 6, 2026
Jun 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai Menon Animal Analyses
Other Spline-GARCH Analyses on International Equities