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V-Lab

Shenwan Hongyuan Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.77% (-0.23%)
Analysis last updated: Saturday, February 7, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Shenwan Hongyuan Group S0GARCH
paramt-stat
ω0.92584.76
α0.21274.15
β0.46084.44
γ12.30201.84
γ2-4.0322-2.19
γ31.52251.11
γ41.55181.13
γ5-1.6920-1.23
γ6-0.5015-0.33
γ73.48681.83
γ8-5.6939-2.60
γ94.13562.70
Estimation Period:
Apr 26, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts