Shanghai Aerospace Automobile Electromechanical Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.77% (-3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3116 | 22.32 | |
| 0.1137 | 24.13 | |
| 0.8595 | 247.11 | |
| -0.0083 | -1.16 |
Estimation Period:
Jun 5, 1998 to Feb 6, 2026
Jun 5, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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