Shanghai Jiao Yun Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.24% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2504 | 25.46 | |
| 0.1871 | 33.18 | |
| 0.8212 | 238.65 | |
| -0.0534 | -6.87 |
Estimation Period:
Sep 28, 1993 to Feb 6, 2026
Sep 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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