Shanghai SMI Holding Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:68.06% (-4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0934 | 19.88 | |
| 0.1330 | 22.02 | |
| 0.8788 | 304.19 | |
| -0.0237 | -2.75 |
Estimation Period:
May 18, 1993 to Feb 6, 2026
May 18, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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