Shanghai Industrial Development Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.63% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1357 | 19.03 | |
| 0.0929 | 20.45 | |
| 0.9093 | 398.10 | |
| -0.0327 | -5.22 |
Estimation Period:
Sep 25, 1996 to Jan 30, 2026
Sep 25, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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