Shenma Industry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.13% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5602 | 4.16 | |
| 0.1122 | 8.47 | |
| 0.8093 | 36.77 | |
| -0.0217 | -0.41 | |
| 0.0293 | 0.37 | |
| 0.0876 | 1.74 | |
| -0.2071 | -5.50 | |
| 0.1448 | 3.03 | |
| 0.0017 | 0.04 | |
| -0.1261 | -2.93 | |
| 0.2661 | 4.77 |
Estimation Period:
Jan 6, 1994 to Jan 30, 2026
Jan 6, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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