Shenzhen Airport Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.08% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 14.21 | |
| 0.1050 | 23.88 | |
| 0.8963 | 295.63 | |
| -0.0244 | -3.79 |
Estimation Period:
Apr 20, 1998 to Feb 6, 2026
Apr 20, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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