Shanghai National Center Of Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.81% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6663 | 2.16 | |
| 0.1900 | 3.26 | |
| 0.6476 | 4.33 | |
| -8.7793 | -0.87 | |
| 22.1659 | 1.43 | |
| -20.4910 | -1.76 | |
| 5.4378 | 0.51 | |
| 6.4680 | 0.86 | |
| -11.7076 | -1.94 | |
| 13.9221 | 2.27 | |
| -9.4374 | -1.88 |
Estimation Period:
Jun 22, 2022 to Feb 6, 2026
Jun 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai National Center Of Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities