Shanghai Challenge Textile Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.49% (+7.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3072 | 17.13 | |
| 0.1381 | 18.51 | |
| 0.8553 | 167.01 | |
| -0.0480 | -4.32 |
Estimation Period:
Oct 15, 2010 to Feb 6, 2026
Oct 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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