SH Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:80.80% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0258 | 7.79 | |
| 0.0452 | 7.97 | |
| 0.8707 | 103.02 | |
| 0.0584 | 2.34 |
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Jan 3, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other SH Group Holdings Ltd Analyses
Other GJR-GARCH Analyses on International Equities