Shanghai Tianchen Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.05% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4730 | 5.01 | |
| 0.1235 | 9.40 | |
| 0.7792 | 39.18 | |
| -0.0019 | -0.03 | |
| -0.0185 | -0.19 | |
| 0.1233 | 2.60 | |
| -0.2227 | -6.85 | |
| 0.1993 | 6.93 | |
| -0.1197 | -3.85 | |
| 0.0413 | 1.08 | |
| 0.0306 | 0.58 |
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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