Shimao Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:116.19% (-7.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7671 | 5.33 | |
| 0.0871 | 5.90 | |
| 0.8500 | 33.11 | |
| -0.0123 | -0.06 | |
| -0.2678 | -0.91 | |
| 0.5723 | 2.55 | |
| -0.4124 | -1.87 | |
| 0.0188 | 0.07 | |
| 0.5001 | 1.92 | |
| -0.9534 | -3.90 | |
| 1.2831 | 4.25 | |
| -1.2781 | -4.31 | |
| 0.6599 | 3.50 |
Estimation Period:
Jul 5, 2006 to Feb 6, 2026
Jul 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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