Shanghai Huili Building Materials Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.53% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0043 | 5.03 | |
| 0.1115 | 9.46 | |
| 0.8311 | 45.55 | |
| -0.3005 | -5.36 | |
| 0.5151 | 6.44 | |
| -0.3599 | -6.81 | |
| 0.2320 | 4.56 | |
| -0.0889 | -1.64 | |
| -0.0655 | -1.16 | |
| 0.1602 | 2.69 | |
| -0.1361 | -2.75 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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