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V-Lab

Shanghai Pharmaceuticals Holding Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.53% (-0.39%)
Analysis last updated: Wednesday, February 11, 2026 at 08:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Pharmaceuticals Holding Co Ltd SGARCH
paramt-stat
ω1.62553.75
α0.11649.77
β0.829050.90
γ10.01240.24
γ2-0.0414-0.61
γ30.15533.55
γ4-0.2710-6.41
γ50.21395.32
γ6-0.0964-2.44
γ70.05391.10
γ8-0.1044-1.32
Estimation Period:
Mar 24, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts