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V-Lab

Shanghai Material Trading Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.41% (-1.29%)
Analysis last updated: Friday, February 6, 2026 at 08:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Material Trading Co., Ltd. SGARCH
paramt-stat
ω1.70914.46
α0.193611.44
β0.673625.83
γ10.06771.67
γ2-0.1049-1.72
γ30.13573.40
γ4-0.2244-7.60
γ50.23257.87
γ6-0.2034-6.03
γ70.15653.70
γ8-0.0521-0.86
Estimation Period:
Feb 11, 1994 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts