Shandong Iron and Steel Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.79% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6948 | 3.99 | |
| 0.1180 | 6.31 | |
| 0.8383 | 37.65 | |
| -0.1728 | -5.62 | |
| 0.2443 | 5.21 | |
| -0.0971 | -2.94 | |
| 0.0833 | 2.05 |
Estimation Period:
Jun 29, 2004 to Feb 6, 2026
Jun 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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