Bank of Shanghai Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.59% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3147 | 5.02 | |
| 0.1669 | 3.59 | |
| 0.6704 | 9.53 | |
| 0.0423 | 0.27 | |
| -0.1621 | -0.72 | |
| 0.4219 | 2.99 | |
| -0.5323 | -2.65 |
Estimation Period:
Nov 16, 2016 to Feb 6, 2026
Nov 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Shanghai Co., Ltd. Analyses
Other Spline-GARCH Analyses on International Equities