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V-Lab

Shanghai Industrial Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.49% (-0.73%)
Analysis last updated: Saturday, February 7, 2026 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Industrial Holdings Ltd SGARCH
paramt-stat
ω1.15047.82
α0.11026.23
β0.828233.45
γ1-0.1173-2.83
γ20.14222.24
γ30.06441.46
γ4-0.2292-5.51
γ50.24735.68
γ6-0.1777-4.08
γ70.13622.83
γ8-0.1154-1.75
Estimation Period:
May 30, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts