Shanghai Aerospace Automobile Electromechanical Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.73% (-3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1608 | 8.68 | |
| 0.1214 | 8.91 | |
| 0.8119 | 39.39 | |
| 0.1101 | 6.53 | |
| -0.1738 | -6.52 | |
| 0.0817 | 4.24 | |
| -0.0139 | -0.76 | |
| -0.0069 | -0.47 |
Estimation Period:
Jun 5, 1998 to Feb 6, 2026
Jun 5, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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