Shanghai Guijiu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.79% (-4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2770 | 23.52 | |
| 0.0972 | 22.81 | |
| 0.8751 | 298.45 | |
| 0.0113 | 1.51 |
Estimation Period:
Dec 6, 1993 to Feb 6, 2026
Dec 6, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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