Shenzhen Expressway Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.51% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 14.32 | |
| 0.0756 | 13.09 | |
| 0.9256 | 363.68 | |
| -0.0170 | -2.21 |
Estimation Period:
Dec 25, 2001 to Feb 6, 2026
Dec 25, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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