SDIC Capital Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.88% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0625 | 16.96 | |
| 0.0806 | 23.70 | |
| 0.9183 | 446.22 | |
| -0.0094 | -1.88 |
Estimation Period:
May 20, 1997 to Feb 6, 2026
May 20, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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