Shanghai Rural Commercial Bank Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.85% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3491 | 3.44 | |
| 0.1370 | 4.14 | |
| 0.5773 | 6.01 | |
| 14.9182 | 3.34 | |
| -22.6336 | -3.64 | |
| 10.7060 | 2.80 | |
| -3.1615 | -0.76 | |
| 5.1113 | 1.31 | |
| -12.4162 | -2.96 | |
| 11.0511 | 1.98 | |
| -5.6572 | -0.87 | |
| 3.2040 | 0.68 |
Estimation Period:
Aug 19, 2021 to Feb 6, 2026
Aug 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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