Shanghai Commercial & Savings Bank Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.20% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 15.75 | |
| 0.1474 | 11.40 | |
| 0.8483 | 161.43 | |
| -0.0412 | -2.35 |
Estimation Period:
Sep 25, 2014 to Feb 6, 2026
Sep 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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