Shenwan Hongyuan HK Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.79% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2624 | 12.53 | |
| 0.0836 | 11.92 | |
| 0.8956 | 203.26 | |
| 0.0233 | 1.68 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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