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V-Lab

Shanghai ShenTong Metro Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.66% (-0.68%)
Analysis last updated: Saturday, February 7, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai ShenTong Metro Co Ltd S0GARCH
paramt-stat
ω1.97593.83
α0.133610.03
β0.821646.58
γ10.04650.89
γ2-0.0752-0.92
γ30.12862.30
γ4-0.2246-5.62
γ50.20454.31
γ6-0.1171-1.85
γ70.05300.75
γ8-0.0153-0.30
Estimation Period:
Feb 24, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts