Shanghai Automobile AIR Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.28% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2448 | 5.96 | |
| 0.1286 | 1.94 | |
| 0.4476 | 1.74 | |
| -0.6045 | -2.41 |
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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