CIG ShangHai Co., Ltd. Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.75% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2918 | 9.71 | |
| 0.0898 | 4.86 | |
| 0.8310 | 22.15 | |
| 0.0428 | 3.61 |
Estimation Period:
Nov 10, 2017 to Feb 6, 2026
Nov 10, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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