Shanghai Dazhong Public Util GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.40% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 3.40 | |
| 0.1090 | 4.32 | |
| 0.9060 | 69.53 | |
| -0.0675 | -2.50 |
Estimation Period:
Dec 5, 2016 to Feb 6, 2026
Dec 5, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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