SEP Analytical Shanghai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.31% (+8.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0109 | 3.97 | |
| 0.2032 | 3.25 | |
| 0.6548 | 5.93 | |
| 2.7288 | 5.04 | |
| -3.6993 | -4.42 | |
| 1.3664 | 1.57 |
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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