Skip to main content
V-Lab

Shanghai Tunnel Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.07% (-0.94%)
Analysis last updated: Saturday, February 7, 2026 at 08:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Tunnel Engineering Co Ltd S0GARCH
paramt-stat
ω1.85354.76
α0.10476.97
β0.828334.02
γ10.00010.00
γ2-0.0082-0.07
γ30.06740.78
γ4-0.0009-0.01
γ5-0.2379-3.38
γ60.37594.96
γ7-0.3949-3.88
γ80.31362.95
γ9-0.1131-1.42
γ10-0.0142-0.27
Estimation Period:
Jan 28, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts