Shanghai Huayi Group Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.92% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1431 | 21.38 | |
| 0.0944 | 24.80 | |
| 0.9023 | 340.24 | |
| -0.0143 | -2.25 |
Estimation Period:
Dec 4, 1992 to Feb 6, 2026
Dec 4, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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