Shanghai Jinjiang Shipping GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.97% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1129 | 9.12 | |
| 0.2137 | 9.11 | |
| 0.8447 | 73.18 | |
| -0.1451 | -4.96 |
Estimation Period:
Dec 5, 2023 to Feb 6, 2026
Dec 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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