Shanghai Electric Power Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.89% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1213 | 16.06 | |
| 0.1192 | 22.42 | |
| 0.8826 | 258.76 | |
| -0.0312 | -2.96 |
Estimation Period:
Oct 29, 2003 to Feb 6, 2026
Oct 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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