Shanghai International Airport Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.09% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3174 | 5.46 | |
| 0.0918 | 9.42 | |
| 0.8823 | 81.04 | |
| 0.0195 | 0.37 | |
| 0.0587 | 0.75 | |
| -0.2040 | -3.77 | |
| 0.1783 | 3.73 | |
| 0.0180 | 0.38 | |
| -0.1802 | -3.79 | |
| 0.1594 | 4.48 |
Estimation Period:
Feb 18, 1998 to Jan 30, 2026
Feb 18, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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