Shanghai Yaohua Pilkington Glass Group Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.37% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3539 | 28.10 | |
| 0.1640 | 20.18 | |
| 0.8210 | 237.09 | |
| -0.0323 | -2.37 |
Estimation Period:
Jan 28, 1994 to Feb 13, 2026
Jan 28, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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