Gansu Shangfeng Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.67% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2917 | 18.53 | |
| 0.0905 | 18.49 | |
| 0.8788 | 218.77 | |
| -0.0099 | -1.34 |
Estimation Period:
Dec 18, 1996 to Feb 6, 2026
Dec 18, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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