Shanghai Material Trading Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.17% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0964 | 4.91 | |
| 0.1254 | 7.67 | |
| 0.7775 | 27.29 | |
| -0.0836 | -0.95 | |
| -0.0970 | -0.76 | |
| 0.4446 | 5.29 | |
| -0.4198 | -6.20 | |
| 0.1782 | 2.49 | |
| -0.0032 | -0.04 | |
| 0.0109 | 0.11 | |
| -0.1142 | -1.25 | |
| 0.2544 | 2.49 | |
| -0.4905 | -3.17 |
Estimation Period:
Mar 30, 1994 to Feb 6, 2026
Mar 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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