Nanjing Shenghang Shipping Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.49% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1507 | 11.48 | |
| 0.1235 | 10.28 | |
| 0.8853 | 167.99 | |
| -0.0608 | -3.71 |
Estimation Period:
May 13, 2021 to Feb 13, 2026
May 13, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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