SDIC Power Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.40% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 15.19 | |
| 0.0751 | 23.80 | |
| 0.9310 | 568.71 | |
| -0.0249 | -5.54 |
Estimation Period:
Jan 18, 1996 to Feb 6, 2026
Jan 18, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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