Shanghai Huili Building Materials Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.97% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9565 | 5.16 | |
| 0.1140 | 9.38 | |
| 0.8175 | 40.93 | |
| -0.3147 | -5.87 | |
| 0.5371 | 7.04 | |
| -0.3740 | -7.54 | |
| 0.2462 | 5.18 | |
| -0.1106 | -2.19 | |
| -0.0235 | -0.44 | |
| 0.0729 | 1.22 | |
| 0.0896 | 1.11 |
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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