Shifang Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:121.72% (-5.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 16.17 | |
| 0.1891 | 12.00 | |
| 0.7443 | 69.42 | |
| -0.0168 | -0.59 |
Estimation Period:
Dec 3, 2010 to Feb 6, 2026
Dec 3, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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