Shahe Industrial Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:57.90% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4507 | 22.97 | |
| 0.1340 | 22.11 | |
| 0.8452 | 179.18 | |
| -0.0281 | -3.41 |
Estimation Period:
Jun 2, 1992 to Feb 13, 2026
Jun 2, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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