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Shanghai Aerospace Automobile Electromechanical Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.73% (-3.61%)
Analysis last updated: Saturday, February 7, 2026 at 08:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Aerospace Automobile Electromechanical Co S0GARCH
paramt-stat
ω1.16088.68
α0.12148.91
β0.811939.39
γ10.11016.53
γ2-0.1738-6.52
γ30.08174.24
γ4-0.0139-0.76
γ5-0.0069-0.47
Estimation Period:
Jun 5, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts