Shanghai SMI Holding Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.82% (-6.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1472 | 24.98 | |
| 0.1656 | 42.91 | |
| 0.8348 | 309.31 | |
| -0.1507 | -2.93 |
Estimation Period:
May 18, 1993 to Feb 6, 2026
May 18, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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