Shanghai Rural Commercial Bank Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.63% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3729 | 3.54 | |
| 0.1371 | 4.13 | |
| 0.5739 | 5.88 | |
| 15.2622 | 3.47 | |
| -23.1546 | -3.77 | |
| 11.0127 | 2.89 | |
| -3.3863 | -0.82 | |
| 5.2639 | 1.35 | |
| -12.4946 | -2.91 | |
| 11.0555 | 1.86 | |
| -5.5696 | -0.74 | |
| 2.9193 | 0.34 |
Estimation Period:
Aug 19, 2021 to Feb 6, 2026
Aug 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai Rural Commercial Bank Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities