Shenyang Machine Tool Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.97% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2059 | 20.95 | |
| 0.0821 | 16.97 | |
| 0.9016 | 208.02 | |
| -0.0095 | -1.73 |
Estimation Period:
Jul 18, 1996 to Feb 13, 2026
Jul 18, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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