Shanghai Baosight Software Co.,Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.20% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4107 | 3.67 | |
| 0.1071 | 7.14 | |
| 0.8050 | 34.45 | |
| -0.0110 | -0.10 | |
| -0.0197 | -0.13 | |
| 0.1016 | 1.30 | |
| -0.0572 | -0.87 | |
| -0.1500 | -2.32 | |
| 0.3241 | 5.14 | |
| -0.3210 | -4.84 | |
| 0.1845 | 2.75 | |
| -0.0946 | -1.50 | |
| 0.0779 | 1.53 |
Estimation Period:
Mar 11, 1994 to Feb 6, 2026
Mar 11, 1994 to Feb 6, 2026
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