Shanghai Zhenhua Heavy Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.09% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8974 | 5.25 | |
| 0.1194 | 7.80 | |
| 0.8020 | 29.19 | |
| -0.2244 | -3.23 | |
| 0.3926 | 3.76 | |
| -0.2597 | -3.97 | |
| 0.1137 | 2.11 | |
| -0.0374 | -0.72 | |
| 0.0911 | 1.91 | |
| -0.1472 | -2.41 | |
| 0.1374 | 1.58 |
Estimation Period:
Aug 5, 1997 to Feb 6, 2026
Aug 5, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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