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V-Lab

Shanghai Material Trading Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.08% (-0.83%)
Analysis last updated: Saturday, February 7, 2026 at 08:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Material Trading Co., Ltd. S0GARCH
paramt-stat
ω1.66104.37
α0.193511.48
β0.673625.87
γ10.05681.39
γ2-0.0871-1.43
γ30.12323.09
γ4-0.2146-7.29
γ50.22687.77
γ6-0.2035-6.37
γ70.16604.77
γ8-0.0837-2.94
Estimation Period:
Feb 11, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts