Shenzhen Best Of Best Hlgs GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.26% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9142 | 9.43 | |
| 0.2487 | 4.11 | |
| 0.5982 | 22.98 | |
| -0.1857 | -2.88 |
Estimation Period:
Oct 31, 2022 to Feb 6, 2026
Oct 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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