Shanghai Automobile AIR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.79% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5800 | 5.47 | |
| 0.1598 | 2.32 | |
| 0.3859 | 1.56 | |
| 1.7763 | 1.08 | |
| -4.0466 | -1.60 | |
| 4.0674 | 3.21 |
Estimation Period:
Nov 1, 2023 to Feb 6, 2026
Nov 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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