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Shanghai International Airport Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.09% (-0.83%)
Analysis last updated: Friday, February 6, 2026 at 08:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai International Airport Co Ltd S0GARCH
paramt-stat
ω1.31745.46
α0.09189.42
β0.882381.04
γ10.01950.37
γ20.05870.75
γ3-0.2040-3.77
γ40.17833.73
γ50.01800.38
γ6-0.1802-3.79
γ70.15944.48
Estimation Period:
Feb 18, 1998 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts