Shanghai Pudong Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.21% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0982 | 11.25 | |
| 0.1036 | 16.69 | |
| 0.9024 | 255.35 | |
| -0.0300 | -3.40 |
Estimation Period:
Mar 16, 2004 to Feb 6, 2026
Mar 16, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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