Shimao Group Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:107.88% (-8.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6461 | 4.80 | |
| 0.0958 | 6.08 | |
| 0.8398 | 32.68 | |
| -0.3181 | -3.16 | |
| 0.4665 | 3.39 | |
| -0.2633 | -3.17 | |
| 0.2593 | 2.56 | |
| -0.2599 | -1.87 | |
| 0.3805 | 2.34 | |
| -0.8010 | -2.92 |
Estimation Period:
Jul 5, 2006 to Feb 6, 2026
Jul 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shimao Group Holdings Ltd Analyses
Other Spline-GARCH Analyses on International Equities