Guangdong Shaoneng Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.99% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2295 | 23.99 | |
| 0.1611 | 22.65 | |
| 0.8373 | 262.97 | |
| -0.0527 | -5.55 |
Estimation Period:
Aug 30, 1996 to Feb 6, 2026
Aug 30, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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