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Baoshan Iron & Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.77% (-2.13%)
Analysis last updated: Saturday, February 7, 2026 at 08:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Baoshan Iron & Steel Co Ltd S0GARCH
paramt-stat
ω0.76633.49
α0.11256.64
β0.826033.05
γ10.03070.21
γ20.06120.27
γ3-0.2725-1.73
γ40.17091.47
γ50.22971.83
γ6-0.4506-2.89
γ70.38552.94
γ8-0.2621-2.49
γ90.15521.97
Estimation Period:
Dec 12, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts