Sensetime Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.19% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3475 | 13.21 | |
| 0.3449 | 6.87 | |
| 0.6136 | 32.40 | |
| -0.3102 | -5.65 |
Estimation Period:
Dec 30, 2021 to Feb 6, 2026
Dec 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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