Shang Gong Group Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.30% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2590 | 23.08 | |
| 0.1379 | 24.81 | |
| 0.8599 | 260.48 | |
| -0.0323 | -3.68 |
Estimation Period:
Mar 11, 1994 to Feb 6, 2026
Mar 11, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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