Shandong Chenming Paper Hldg GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.57% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1338 | 10.90 | |
| 0.0834 | 16.66 | |
| 0.9082 | 181.90 | |
| -0.0049 | -0.53 |
Estimation Period:
Jun 18, 2008 to Feb 6, 2026
Jun 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shandong Chenming Paper Hldg Analyses
Other GJR-GARCH Analyses on International Equities