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Shenma Industry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.13% (-3.48%)
Analysis last updated: Friday, February 6, 2026 at 08:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenma Industry Co Ltd SGARCH
paramt-stat
ω1.56024.16
α0.11228.47
β0.809336.77
γ1-0.0217-0.41
γ20.02930.37
γ30.08761.74
γ4-0.2071-5.50
γ50.14483.03
γ60.00170.04
γ7-0.1261-2.93
γ80.26614.77
Estimation Period:
Jan 6, 1994 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts