First Shanghai Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:53.56% (+10.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8549 | 18.67 | |
| 0.1414 | 12.22 | |
| 0.8066 | 127.38 | |
| 0.0075 | 0.34 |
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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