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V-Lab

Shanghai Dragon Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.78% (-0.88%)
Analysis last updated: Saturday, February 7, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Dragon Corp SGARCH
paramt-stat
ω1.52754.86
α0.119410.45
β0.817346.77
γ10.00070.01
γ2-0.0547-0.48
γ30.21192.80
γ4-0.2955-3.72
γ50.17362.20
γ6-0.0073-0.12
γ7-0.0899-1.66
γ80.13502.18
γ9-0.1677-1.95
Estimation Period:
Feb 9, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts