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V-Lab

Shanghai SMI Holding Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.60% (-3.76%)
Analysis last updated: Saturday, February 7, 2026 at 08:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai SMI Holding Co Ltd SGARCH
paramt-stat
ω1.60713.03
α0.14537.71
β0.801735.37
γ1-0.1086-0.68
γ20.14340.64
γ3-0.0448-0.40
γ40.17862.16
γ5-0.3979-4.76
γ60.33923.34
γ7-0.1179-1.14
γ8-0.0938-0.96
γ90.31073.17
γ10-0.3942-3.09
Estimation Period:
May 18, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts