Shanghai Jinjiang Shipping Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.81% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2493 | 2.50 | |
| 0.2036 | 2.24 | |
| 0.3590 | 1.75 | |
| 28.2257 | 0.86 | |
| -37.1773 | -0.78 | |
| 3.4874 | 0.13 | |
| 32.8121 | 1.52 | |
| -82.5422 | -4.71 | |
| 148.3267 | 8.44 | |
| -181.1320 | -6.82 | |
| 125.3139 | 3.73 | |
| -43.9440 | -1.41 | |
| 9.3711 | 0.46 |
Estimation Period:
Dec 5, 2023 to Feb 6, 2026
Dec 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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