Shanghai Tianchen Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.46% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4558 | 4.99 | |
| 0.1235 | 9.44 | |
| 0.7793 | 39.28 | |
| -0.0069 | -0.10 | |
| -0.0092 | -0.09 | |
| 0.1148 | 2.44 | |
| -0.2150 | -6.64 | |
| 0.1948 | 6.80 | |
| -0.1211 | -3.98 | |
| 0.0526 | 1.53 | |
| -0.0052 | -0.19 |
Estimation Period:
Nov 17, 1992 to Feb 6, 2026
Nov 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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