Shanghai ShenTong Metro Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.69% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1585 | 21.52 | |
| 0.1284 | 26.29 | |
| 0.8705 | 292.12 | |
| -0.0211 | -2.53 |
Estimation Period:
Feb 24, 1994 to Jan 30, 2026
Feb 24, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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