China Shengmu Organic Milk Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.69% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5532 | 20.11 | |
| 0.3455 | 16.70 | |
| 0.5273 | 32.98 | |
| 0.1244 | 2.51 |
Estimation Period:
Jul 15, 2014 to Feb 6, 2026
Jul 15, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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