Shanghai SMI Holding Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.60% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6071 | 3.03 | |
| 0.1453 | 7.71 | |
| 0.8017 | 35.37 | |
| -0.1086 | -0.68 | |
| 0.1434 | 0.64 | |
| -0.0448 | -0.40 | |
| 0.1786 | 2.16 | |
| -0.3979 | -4.76 | |
| 0.3392 | 3.34 | |
| -0.1179 | -1.14 | |
| -0.0938 | -0.96 | |
| 0.3107 | 3.17 | |
| -0.3942 | -3.09 |
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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