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V-Lab

Shanghai Waigaoqiao Free Trade Zone Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.66% (-0.43%)
Analysis last updated: Saturday, February 7, 2026 at 08:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Waigaoqiao Free Trade Zone Group Co Ltd SGARCH
paramt-stat
ω2.14184.59
α0.12747.10
β0.823237.59
γ10.24694.30
γ2-0.4401-5.39
γ30.35986.22
γ4-0.2748-4.39
γ50.15212.24
γ6-0.0797-1.03
γ70.03460.44
γ80.07380.84
γ9-0.1552-1.16
Estimation Period:
Jul 26, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts