Bank of Shanghai Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.55% (-4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3068 | 5.00 | |
| 0.1655 | 3.59 | |
| 0.6768 | 9.78 | |
| 0.0308 | 0.20 | |
| -0.1367 | -0.62 | |
| 0.3795 | 3.26 | |
| -0.4296 | -6.35 |
Estimation Period:
Nov 16, 2016 to Feb 6, 2026
Nov 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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