Skip to main content
V-Lab

Shanghai Material Trading Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.17% (-0.26%)
Analysis last updated: Saturday, February 7, 2026 at 08:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Material Trading Co Ltd SGARCH
paramt-stat
ω1.09644.91
α0.12547.67
β0.777527.29
γ1-0.0836-0.95
γ2-0.0970-0.76
γ30.44465.29
γ4-0.4198-6.20
γ50.17822.49
γ6-0.0032-0.04
γ70.01090.11
γ8-0.1142-1.25
γ90.25442.49
γ10-0.4905-3.17
Estimation Period:
Mar 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts