Shenzhen Investment Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.55% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9148 | 6.05 | |
| 0.1331 | 9.32 | |
| 0.8059 | 42.40 | |
| 0.0051 | 0.08 | |
| -0.0457 | -0.51 | |
| 0.2103 | 3.40 | |
| -0.3787 | -5.93 | |
| 0.3446 | 5.24 | |
| -0.1998 | -3.03 | |
| 0.1102 | 1.76 | |
| -0.0410 | -0.68 | |
| -0.0247 | -0.50 |
Estimation Period:
Mar 7, 1997 to Feb 6, 2026
Mar 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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