Shanghai Material Trading Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.41% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7091 | 4.46 | |
| 0.1936 | 11.44 | |
| 0.6736 | 25.83 | |
| 0.0677 | 1.67 | |
| -0.1049 | -1.72 | |
| 0.1357 | 3.40 | |
| -0.2244 | -7.60 | |
| 0.2325 | 7.87 | |
| -0.2034 | -6.03 | |
| 0.1565 | 3.70 | |
| -0.0521 | -0.86 |
Estimation Period:
Feb 11, 1994 to Jan 30, 2026
Feb 11, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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