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V-Lab

Shimao Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:116.19% (-7.47%)
Analysis last updated: Saturday, February 7, 2026 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shimao Group Holdings Ltd S0GARCH
paramt-stat
ω0.76715.33
α0.08715.90
β0.850033.11
γ1-0.0123-0.06
γ2-0.2678-0.91
γ30.57232.55
γ4-0.4124-1.87
γ50.01880.07
γ60.50011.92
γ7-0.9534-3.90
γ81.28314.25
γ9-1.2781-4.31
γ100.65993.50
Estimation Period:
Jul 5, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts