Shandong Pharmaceutical Glass Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.95% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 8.42 | |
| 0.0517 | 24.17 | |
| 0.9620 | 772.66 | |
| -0.0333 | -13.31 |
Estimation Period:
Jun 3, 2002 to Feb 6, 2026
Jun 3, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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