Shanghai Menon Animal GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.36% (-9.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6651 | 12.36 | |
| 0.3981 | 11.34 | |
| 0.6524 | 52.16 | |
| -0.1299 | -2.29 |
Estimation Period:
Jun 17, 2022 to Feb 6, 2026
Jun 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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