Shanghai Material Trading Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.26% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7122 | 29.53 | |
| 0.1841 | 26.48 | |
| 0.7749 | 172.56 | |
| -0.0391 | -3.86 |
Estimation Period:
Feb 11, 1994 to Feb 6, 2026
Feb 11, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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