Shanghai DZH Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.04% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1069 | 6.00 | |
| 0.1510 | 6.76 | |
| 0.7084 | 16.78 | |
| 0.2746 | 2.49 | |
| -0.6009 | -3.69 | |
| 0.6556 | 5.81 | |
| -0.5895 | -5.23 | |
| 0.4495 | 3.99 | |
| -0.2610 | -3.18 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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