Shanghai Haohai Bi Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.17% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7401 | 4.08 | |
| 0.1008 | 3.46 | |
| 0.7672 | 10.29 | |
| -0.3502 | -0.65 | |
| 1.1295 | 1.58 | |
| -1.1565 | -2.26 | |
| 0.6833 | 1.17 | |
| -0.8925 | -1.60 | |
| 0.9926 | 1.92 | |
| -1.2232 | -1.70 | |
| 2.1242 | 2.21 | |
| -3.8208 | -2.16 |
Estimation Period:
May 1, 2015 to Feb 6, 2026
May 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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