Shanghai Aerospace Automobile Electromechanical Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.00% (-3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1679 | 8.71 | |
| 0.1216 | 8.90 | |
| 0.8118 | 39.43 | |
| 0.1116 | 6.60 | |
| -0.1766 | -6.60 | |
| 0.0849 | 4.29 | |
| -0.0199 | -0.93 | |
| 0.0087 | 0.23 |
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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