SEP Analytical Shanghai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.16% (-9.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9029 | 13.19 | |
| 0.2982 | 12.20 | |
| 0.7202 | 57.22 | |
| -0.0782 | -2.21 |
Estimation Period:
Feb 4, 2022 to Feb 6, 2026
Feb 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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