Shanghai Chinafortune Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.21% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6754 | 4.49 | |
| 0.1136 | 9.48 | |
| 0.8275 | 42.42 | |
| 0.0017 | 0.02 | |
| -0.0156 | -0.15 | |
| 0.1205 | 2.39 | |
| -0.2268 | -5.96 | |
| 0.1847 | 4.36 | |
| -0.0642 | -1.60 | |
| -0.0469 | -1.21 | |
| 0.0935 | 1.91 |
Estimation Period:
Dec 2, 1992 to Feb 6, 2026
Dec 2, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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