SAN Fang Chemical GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.86% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 11.29 | |
| 0.0787 | 30.10 | |
| 0.9144 | 462.04 | |
| 0.0074 | 1.44 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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