Shanghai ShenTong Metro Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.51% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0482 | 3.95 | |
| 0.1332 | 10.09 | |
| 0.8230 | 47.27 | |
| 0.0579 | 1.12 | |
| -0.0936 | -1.15 | |
| 0.1403 | 2.52 | |
| -0.2314 | -5.75 | |
| 0.2046 | 4.25 | |
| -0.1073 | -1.65 | |
| 0.0254 | 0.34 | |
| 0.0581 | 0.79 |
Estimation Period:
Feb 24, 1994 to Feb 6, 2026
Feb 24, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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