Shanghai Yatong Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.99% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3382 | 25.64 | |
| 0.1575 | 26.24 | |
| 0.8379 | 254.45 | |
| -0.0471 | -5.27 |
Estimation Period:
Nov 19, 1993 to Feb 13, 2026
Nov 19, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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