Shanghai Tianchen Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.15% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3630 | 27.06 | |
| 0.0953 | 22.80 | |
| 0.8674 | 257.56 | |
| 0.0033 | 0.43 |
Estimation Period:
Nov 17, 1992 to Feb 6, 2026
Nov 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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