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V-Lab

Shanghai Industrial Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.54% (-0.69%)
Analysis last updated: Saturday, February 7, 2026 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Industrial Holdings Ltd S0GARCH
paramt-stat
ω1.15107.71
α0.11026.23
β0.829633.85
γ1-0.1166-2.79
γ20.14162.21
γ30.06241.41
γ4-0.2239-5.33
γ50.23955.45
γ6-0.1668-3.85
γ70.11782.59
γ8-0.0751-1.99
Estimation Period:
May 30, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts