Shanxi Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.01% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1457 | 11.61 | |
| 0.0932 | 14.62 | |
| 0.8836 | 178.97 | |
| 0.0010 | 0.09 |
Estimation Period:
Nov 15, 2010 to Feb 6, 2026
Nov 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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