Shanghai Junshi Bi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:83.57% (-4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7764 | 4.56 | |
| 0.1147 | 3.16 | |
| 0.8298 | 17.79 | |
| -0.0501 | -1.44 |
Estimation Period:
Jun 24, 2022 to Jan 30, 2026
Jun 24, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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