Shanghai National Center Of GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.71% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8232 | 8.46 | |
| 0.3639 | 10.09 | |
| 0.6224 | 27.28 | |
| -0.1832 | -3.44 |
Estimation Period:
Jun 22, 2022 to Feb 6, 2026
Jun 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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