Shanghai Highly (Group) Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.85% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3835 | 24.38 | |
| 0.1076 | 20.16 | |
| 0.8647 | 217.32 | |
| -0.0168 | -2.24 |
Estimation Period:
Nov 16, 1992 to Feb 6, 2026
Nov 16, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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