Shenzhen Expressway Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.26% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0607 | 16.64 | |
| 0.0662 | 18.26 | |
| 0.9137 | 394.01 | |
| 0.0212 | 3.50 |
Estimation Period:
Mar 12, 1997 to Feb 6, 2026
Mar 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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