Shandong Nanshan Aluminum Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:80.47% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 16.06 | |
| 0.0966 | 19.96 | |
| 0.9043 | 318.32 | |
| -0.0244 | -3.64 |
Estimation Period:
Dec 23, 1999 to Jan 30, 2026
Dec 23, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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