Jinneng Holding Shanxi Electric Power Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:83.71% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3029 | 21.55 | |
| 0.1756 | 26.81 | |
| 0.8132 | 181.36 | |
| -0.0511 | -5.42 |
Estimation Period:
Jun 10, 1997 to Feb 13, 2026
Jun 10, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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