Shanghai Industrial Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.49% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1504 | 7.82 | |
| 0.1102 | 6.23 | |
| 0.8282 | 33.45 | |
| -0.1173 | -2.83 | |
| 0.1422 | 2.24 | |
| 0.0644 | 1.46 | |
| -0.2292 | -5.51 | |
| 0.2473 | 5.68 | |
| -0.1777 | -4.08 | |
| 0.1362 | 2.83 | |
| -0.1154 | -1.75 |
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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