Shenma Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.83% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1807 | 17.16 | |
| 0.0911 | 16.90 | |
| 0.8989 | 227.51 | |
| -0.0098 | -1.05 |
Estimation Period:
Jan 6, 1994 to Feb 6, 2026
Jan 6, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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