Shanghai Commercial & Savings Bank Ltd/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.36% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 11.53 | |
| 0.1194 | 25.19 | |
| 0.8577 | 176.42 | |
| -0.2496 | -4.49 |
Estimation Period:
Sep 25, 2014 to Feb 6, 2026
Sep 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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