Shanghai Pudong Development Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.35% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8259 | 3.01 | |
| 0.0985 | 6.19 | |
| 0.8510 | 41.70 | |
| 0.0485 | 0.28 | |
| -0.0274 | -0.12 | |
| -0.0104 | -0.08 | |
| -0.2542 | -2.26 | |
| 0.5145 | 4.72 | |
| -0.4876 | -4.51 | |
| 0.4556 | 3.99 | |
| -0.5011 | -4.42 | |
| 0.5407 | 4.45 | |
| -0.4075 | -3.95 |
Estimation Period:
Nov 10, 1999 to Feb 6, 2026
Nov 10, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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