Shenzhen Investment Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.51% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9649 | 6.18 | |
| 0.1333 | 9.33 | |
| 0.8062 | 42.57 | |
| 0.0187 | 0.31 | |
| -0.0687 | -0.77 | |
| 0.2294 | 3.69 | |
| -0.3982 | -6.21 | |
| 0.3629 | 5.52 | |
| -0.2142 | -3.24 | |
| 0.1213 | 1.94 | |
| -0.0523 | -0.85 | |
| -0.0053 | -0.06 |
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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