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V-Lab

Shanghai Electric Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.00% (-1.09%)
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 SGARCH
paramt-stat
ω1.50344.36
α0.12916.05
β0.789023.47
γ1-0.0158-0.06
γ20.09720.28
γ30.05400.25
γ4-0.4552-2.10
γ50.73082.89
γ6-0.8726-3.34
γ70.95023.32
γ8-0.9732-2.54
Estimation Period:
Dec 5, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts