SH Energy & Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:70.75% (-6.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5383 | 20.23 | |
| 0.1666 | 23.02 | |
| 0.8155 | 174.59 | |
| -0.0146 | -1.21 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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