Bosera China Merchants Sheko GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.62% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 9.19 | |
| 0.1545 | 12.24 | |
| 0.8271 | 70.77 | |
| -0.0397 | -1.68 |
Estimation Period:
Jun 21, 2021 to Feb 6, 2026
Jun 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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