Skip to main content
V-Lab

Shanghai Jinjiang Shipping Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.82% (-1.40%)
Analysis last updated: Saturday, February 7, 2026 at 08:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Shanghai Jinjiang Shipping SGARCH
paramt-stat
ω2.26982.52
α0.20102.21
β0.36271.73
γ128.88970.88
γ2-37.9612-0.80
γ33.45440.13
γ433.52131.55
γ5-84.1781-4.80
γ6150.89548.55
γ7-184.4443-6.89
γ8130.04413.76
γ9-53.0316-1.53
γ1031.62280.67
Estimation Period:
Dec 5, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts