Skip to main content
V-Lab

Shanghai Tianchen Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.05% (-1.11%)
Analysis last updated: Saturday, February 7, 2026 at 08:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Tianchen Co Ltd SGARCH
paramt-stat
ω1.47305.01
α0.12359.40
β0.779239.18
γ1-0.0019-0.03
γ2-0.0185-0.19
γ30.12332.60
γ4-0.2227-6.85
γ50.19936.93
γ6-0.1197-3.85
γ70.04131.08
γ80.03060.58
Estimation Period:
Nov 17, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts