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Shanghai National Center Of Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.81% (+0.18%)
Analysis last updated: Saturday, February 7, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Shanghai National Center Of S0GARCH
paramt-stat
ω1.66632.16
α0.19003.26
β0.64764.33
γ1-8.7793-0.87
γ222.16591.43
γ3-20.4910-1.76
γ45.43780.51
γ56.46800.86
γ6-11.7076-1.94
γ713.92212.27
γ8-9.4374-1.88
Estimation Period:
Jun 22, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts