Shanghai Shenda Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.17% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5452 | 5.40 | |
| 0.1288 | 9.04 | |
| 0.7981 | 41.59 | |
| -0.0164 | -0.26 | |
| 0.0013 | 0.01 | |
| 0.1254 | 2.75 | |
| -0.2441 | -6.90 | |
| 0.2321 | 5.29 | |
| -0.1700 | -4.08 | |
| 0.1153 | 3.00 | |
| -0.0535 | -1.81 |
Estimation Period:
Jan 7, 1993 to Feb 6, 2026
Jan 7, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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