Shandong University Electric GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.23% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9848 | 2.70 | |
| 0.2353 | 2.12 | |
| 0.7006 | 21.73 | |
| -0.2353 | -1.95 |
Estimation Period:
Jul 23, 2025 to Feb 6, 2026
Jul 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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