Jiangsu Sopo Chemical Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.15% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2767 | 21.22 | |
| 0.1201 | 23.15 | |
| 0.8722 | 261.92 | |
| -0.0347 | -4.81 |
Estimation Period:
Sep 18, 1996 to Feb 6, 2026
Sep 18, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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