Shanghai Electric Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.20% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5060 | 4.35 | |
| 0.1270 | 6.00 | |
| 0.7941 | 23.75 | |
| -0.0157 | -0.06 | |
| 0.0982 | 0.28 | |
| 0.0466 | 0.22 | |
| -0.4327 | -1.97 | |
| 0.6873 | 2.70 | |
| -0.7940 | -3.12 | |
| 0.7795 | 3.30 | |
| -0.5262 | -3.17 |
Estimation Period:
Dec 5, 2008 to Feb 6, 2026
Dec 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai Electric Group Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities