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V-Lab

Shanghai Sanmao Enterprise Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.80% (-0.90%)
Analysis last updated: Saturday, February 7, 2026 at 08:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Sanmao Enterprise Group Co Ltd SGARCH
paramt-stat
ω0.84186.46
α0.13587.82
β0.745822.98
γ1-0.2779-8.69
γ20.465310.07
γ3-0.3008-9.31
γ40.15894.79
γ5-0.0659-1.82
γ60.04250.99
γ7-0.0006-0.01
Estimation Period:
Jan 3, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts