Shanghai Baosight Software Co.,Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.52% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2914 | 23.38 | |
| 0.1044 | 14.60 | |
| 0.8772 | 256.56 | |
| -0.0161 | -1.41 |
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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