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V-Lab

Shanghai Haohai Bi Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.17% (-1.42%)
Analysis last updated: Wednesday, February 11, 2026 at 08:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Haohai Bi SGARCH
paramt-stat
ω0.74014.08
α0.10083.46
β0.767210.29
γ1-0.3502-0.65
γ21.12951.58
γ3-1.1565-2.26
γ40.68331.17
γ5-0.8925-1.60
γ60.99261.92
γ7-1.2232-1.70
γ82.12422.21
γ9-3.8208-2.16
Estimation Period:
May 1, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts