Shanghai Research Institute Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.21% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0625 | 4.09 | |
| 0.2438 | 3.84 | |
| 0.6466 | 7.13 | |
| -0.3780 | -1.92 |
Estimation Period:
Mar 13, 2023 to Feb 6, 2026
Mar 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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