Shanghai Industrial Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.67% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 15.51 | |
| 0.2042 | 27.53 | |
| 0.9788 | 660.00 | |
| -0.0052 | -1.02 |
Estimation Period:
May 30, 1996 to Feb 6, 2026
May 30, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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