Shanghai Mechanical and Electrical Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.91% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2363 | 3.32 | |
| 0.0778 | 7.12 | |
| 0.8833 | 53.16 | |
| 0.0981 | 1.32 | |
| -0.1824 | -1.67 | |
| 0.2591 | 3.29 | |
| -0.3267 | -3.98 | |
| 0.2222 | 2.95 | |
| -0.1313 | -2.01 | |
| 0.1295 | 2.33 | |
| -0.0989 | -1.74 | |
| 0.0360 | 0.69 |
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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