Shandong Iron and Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.76% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0800 | 9.74 | |
| 0.1226 | 17.87 | |
| 0.9096 | 321.98 | |
| -0.0846 | -10.48 |
Estimation Period:
Jun 29, 2004 to Feb 6, 2026
Jun 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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