Shanghai SMI Holding Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.06% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0955 | 19.96 | |
| 0.1240 | 34.91 | |
| 0.8760 | 299.79 |
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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