Shanghai Conglin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.83% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1129 | 2.66 | |
| 0.1750 | 2.03 | |
| 0.6949 | 5.86 | |
| 3.6328 | 2.04 | |
| -5.4286 | -2.33 | |
| 3.2277 | 2.40 | |
| -2.3127 | -2.32 |
Estimation Period:
Aug 25, 2022 to Feb 6, 2026
Aug 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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