Shanghai Chinafortune Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.06% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6709 | 4.49 | |
| 0.1133 | 9.48 | |
| 0.8277 | 42.33 | |
| -0.0008 | -0.01 | |
| -0.0099 | -0.10 | |
| 0.1129 | 2.25 | |
| -0.2196 | -5.80 | |
| 0.1815 | 4.30 | |
| -0.0677 | -1.70 | |
| -0.0343 | -0.93 | |
| 0.0629 | 2.15 |
Estimation Period:
Dec 2, 1992 to Feb 13, 2026
Dec 2, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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