Shanghai Jinqiao Export Processing Zone Development Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.34% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3280 | 4.89 | |
| 0.1588 | 7.78 | |
| 0.7503 | 28.31 | |
| 0.0652 | 1.06 | |
| -0.1898 | -2.21 | |
| 0.2592 | 6.04 | |
| -0.2417 | -6.36 | |
| 0.1582 | 3.38 | |
| -0.0849 | -1.41 | |
| 0.0924 | 1.24 | |
| -0.1407 | -1.50 |
Estimation Period:
May 31, 1993 to Feb 6, 2026
May 31, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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