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Shanghai Mechanical and Electrical Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.30% (-1.03%)
Analysis last updated: Saturday, February 7, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Mechanical and Electrical Industry Co Ltd S0GARCH
paramt-stat
ω0.86224.53
α0.11657.05
β0.793628.10
γ10.02950.36
γ2-0.2936-2.58
γ30.52797.28
γ4-0.3424-4.81
γ5-0.0019-0.03
γ60.19712.75
γ7-0.2509-2.94
γ80.27363.17
γ9-0.1958-2.58
γ100.06391.03
Estimation Period:
Jan 31, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts