Shanghai Xin Nanyang Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.23% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1936 | 6.17 | |
| 0.1371 | 9.48 | |
| 0.8012 | 41.20 | |
| -0.0524 | -1.01 | |
| 0.0672 | 0.84 | |
| 0.0581 | 1.19 | |
| -0.1747 | -4.73 | |
| 0.1706 | 4.70 | |
| -0.1466 | -3.86 | |
| 0.2088 | 4.61 | |
| -0.3384 | -5.31 |
Estimation Period:
Jun 14, 1993 to Feb 6, 2026
Jun 14, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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