Shanghai Industrial Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.54% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1510 | 7.71 | |
| 0.1102 | 6.23 | |
| 0.8296 | 33.85 | |
| -0.1166 | -2.79 | |
| 0.1416 | 2.21 | |
| 0.0624 | 1.41 | |
| -0.2239 | -5.33 | |
| 0.2395 | 5.45 | |
| -0.1668 | -3.85 | |
| 0.1178 | 2.59 | |
| -0.0751 | -1.99 |
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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