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V-Lab

Shanghai Mechanical and Electrical Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.91% (-1.44%)
Analysis last updated: Saturday, February 7, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Mechanical and Electrical Industry Co Ltd S0GARCH
paramt-stat
ω2.23633.32
α0.07787.12
β0.883353.16
γ10.09811.32
γ2-0.1824-1.67
γ30.25913.29
γ4-0.3267-3.98
γ50.22222.95
γ6-0.1313-2.01
γ70.12952.33
γ8-0.0989-1.74
γ90.03600.69
Estimation Period:
Feb 24, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts