Shanghai Jinjiang Shipping Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.82% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2698 | 2.52 | |
| 0.2010 | 2.21 | |
| 0.3627 | 1.73 | |
| 28.8897 | 0.88 | |
| -37.9612 | -0.80 | |
| 3.4544 | 0.13 | |
| 33.5213 | 1.55 | |
| -84.1781 | -4.80 | |
| 150.8954 | 8.55 | |
| -184.4443 | -6.89 | |
| 130.0441 | 3.76 | |
| -53.0316 | -1.53 | |
| 31.6228 | 0.67 |
Estimation Period:
Dec 5, 2023 to Feb 6, 2026
Dec 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai Jinjiang Shipping Analyses
Other Spline-GARCH Analyses on International Equities