Shanghai Jiao Yun Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.10% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4985 | 4.76 | |
| 0.1644 | 10.40 | |
| 0.7691 | 37.66 | |
| -0.0618 | -2.91 | |
| 0.1522 | 4.93 | |
| -0.1571 | -6.82 | |
| 0.0876 | 3.86 | |
| -0.0268 | -1.11 | |
| 0.0702 | 1.88 |
Estimation Period:
Sep 28, 1993 to Feb 13, 2026
Sep 28, 1993 to Feb 13, 2026
News Impact Curve
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