Shanghai Jiao Yun Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.98% (-3.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5952 | 5.29 | |
| 0.1650 | 10.23 | |
| 0.7650 | 35.64 | |
| -0.0504 | -1.14 | |
| 0.0760 | 1.17 | |
| 0.0632 | 1.58 | |
| -0.2154 | -6.52 | |
| 0.2000 | 5.35 | |
| -0.1303 | -3.15 | |
| 0.1380 | 3.15 | |
| -0.1225 | -3.49 |
Estimation Period:
Sep 28, 1993 to Feb 6, 2026
Sep 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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