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Shanghai Waigaoqiao Free Trade Zone Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.88% (-0.40%)
Analysis last updated: Saturday, February 7, 2026 at 08:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Waigaoqiao Free Trade Zone Group Co Ltd S0GARCH
paramt-stat
ω2.06214.46
α0.12807.19
β0.822937.97
γ10.22623.90
γ2-0.4065-4.94
γ30.33595.80
γ4-0.2553-4.07
γ50.13832.03
γ6-0.0740-0.96
γ70.04350.57
γ80.03700.55
γ9-0.0642-1.18
Estimation Period:
Jul 26, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts