Shanghai DZH Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.71% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1108 | 6.04 | |
| 0.1525 | 6.73 | |
| 0.7037 | 16.40 | |
| 0.2795 | 2.55 | |
| -0.6096 | -3.76 | |
| 0.6644 | 5.90 | |
| -0.6039 | -5.22 | |
| 0.4791 | 3.71 | |
| -0.3370 | -1.94 |
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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