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Shanghai Electric Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.20% (-0.89%)
Analysis last updated: Saturday, February 7, 2026 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Electric Group Co Ltd S0GARCH
paramt-stat
ω1.50604.35
α0.12706.00
β0.794123.75
γ1-0.0157-0.06
γ20.09820.28
γ30.04660.22
γ4-0.4327-1.97
γ50.68732.70
γ6-0.7940-3.12
γ70.77953.30
γ8-0.5262-3.17
Estimation Period:
Dec 5, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts