Shanghai Fudan-Zhangiang Bio GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.37% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5376 | 21.67 | |
| 0.2362 | 13.50 | |
| 0.7635 | 136.12 | |
| -0.1256 | -5.25 |
Estimation Period:
Dec 16, 2013 to Feb 13, 2026
Dec 16, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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