Shanghai Mechanical and Electrical Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.30% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8622 | 4.53 | |
| 0.1165 | 7.05 | |
| 0.7936 | 28.10 | |
| 0.0295 | 0.36 | |
| -0.2936 | -2.58 | |
| 0.5279 | 7.28 | |
| -0.3424 | -4.81 | |
| -0.0019 | -0.03 | |
| 0.1971 | 2.75 | |
| -0.2509 | -2.94 | |
| 0.2736 | 3.17 | |
| -0.1958 | -2.58 | |
| 0.0639 | 1.03 |
Estimation Period:
Jan 31, 1994 to Feb 6, 2026
Jan 31, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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