Shanghai Jiao Yun Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.19% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2550 | 25.66 | |
| 0.1889 | 33.09 | |
| 0.8191 | 235.93 | |
| -0.0539 | -6.88 |
Estimation Period:
Sep 28, 1993 to Feb 13, 2026
Sep 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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