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V-Lab

Shanghai Pharmaceuticals Hld Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.15% (-1.58%)
Analysis last updated: Thursday, February 12, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Shanghai Pharmaceuticals Hld S0GARCH
paramt-stat
ω1.21003.80
α0.23304.86
β0.29022.15
γ12.54392.46
γ2-4.4807-2.74
γ33.22733.01
γ4-2.2494-3.12
γ51.65352.89
γ6-1.0664-1.99
γ70.52331.24
Estimation Period:
Jan 2, 2019 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts