Shanghai Phoenix Enterprise Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.73% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4621 | 4.93 | |
| 0.0994 | 8.21 | |
| 0.8539 | 42.72 | |
| 0.0641 | 0.74 | |
| -0.2783 | -2.14 | |
| 0.4484 | 4.83 | |
| -0.3624 | -3.96 | |
| 0.1540 | 1.68 | |
| -0.0607 | -0.63 | |
| 0.1331 | 1.29 | |
| -0.2412 | -2.51 | |
| 0.3722 | 3.27 | |
| -0.5410 | -2.83 |
Estimation Period:
Nov 19, 1993 to Feb 6, 2026
Nov 19, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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