Shanghai Industrial Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.47% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 15.27 | |
| 0.0851 | 16.95 | |
| 0.8946 | 255.90 | |
| 0.0166 | 2.40 |
Estimation Period:
May 30, 1996 to Feb 6, 2026
May 30, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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