Shanghai Construction Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.30% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 14.06 | |
| 0.1246 | 17.78 | |
| 0.8899 | 316.56 | |
| -0.0354 | -3.93 |
Estimation Period:
Jun 23, 1998 to Feb 6, 2026
Jun 23, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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