Shanghai Junshi Bi Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:87.30% (-4.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8301 | 4.08 | |
| 0.1112 | 3.14 | |
| 0.8275 | 16.71 | |
| 0.0223 | 0.20 |
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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