Shanghai Phoenix Enterprise (Group) Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.38% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0965 | 20.23 | |
| 0.1111 | 20.46 | |
| 0.8999 | 422.66 | |
| -0.0220 | -2.25 |
Estimation Period:
Oct 8, 1993 to Feb 6, 2026
Oct 8, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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