Shanghai Commercial & Savings Bank Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.16% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8082 | 3.28 | |
| 0.1934 | 4.64 | |
| 0.4473 | 4.48 | |
| 2.1919 | 2.87 | |
| -2.8389 | -2.70 | |
| 0.7693 | 1.01 | |
| 0.2920 | 0.36 | |
| -1.2811 | -1.84 | |
| 1.4198 | 2.22 | |
| -1.1560 | -2.02 | |
| 1.3470 | 2.09 | |
| -1.3127 | -2.16 | |
| 0.7767 | 2.04 |
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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