Shandong Hi-speed Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.00% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0998 | 15.17 | |
| 0.1217 | 13.26 | |
| 0.8714 | 176.62 | |
| -0.0281 | -2.56 |
Estimation Period:
Mar 18, 2002 to Jan 30, 2026
Mar 18, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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