SEP Analytical Shanghai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:71.09% (+3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9736 | 3.84 | |
| 0.2020 | 3.31 | |
| 0.6643 | 6.11 | |
| 2.6116 | 4.81 | |
| -3.4400 | -4.44 | |
| 0.9044 | 2.05 |
Estimation Period:
Feb 4, 2022 to Feb 6, 2026
Feb 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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