Shenma Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.38% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6511 | 3.94 | |
| 0.1034 | 8.56 | |
| 0.8366 | 43.52 | |
| -0.0164 | -0.28 | |
| 0.0237 | 0.27 | |
| 0.0882 | 1.58 | |
| -0.2097 | -5.06 | |
| 0.1543 | 2.96 | |
| -0.0263 | -0.53 | |
| -0.0521 | -1.12 | |
| 0.0647 | 1.78 |
Estimation Period:
Jan 6, 1994 to Feb 6, 2026
Jan 6, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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