Shanghai Phoenix Enterprise (Group) Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.68% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3758 | 6.40 | |
| 0.1663 | 10.57 | |
| 0.7672 | 42.16 | |
| 0.1223 | 2.12 | |
| -0.2815 | -3.11 | |
| 0.4022 | 5.21 | |
| -0.4069 | -3.86 | |
| 0.1853 | 1.78 | |
| 0.0013 | 0.02 | |
| -0.0881 | -1.72 | |
| 0.1492 | 2.95 | |
| -0.1132 | -2.50 |
Estimation Period:
Oct 8, 1993 to Jan 30, 2026
Oct 8, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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