Shanghai Environment Group Co., Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.02% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1693 | 21.71 | |
| 0.2055 | 11.32 | |
| 0.7577 | 104.39 | |
| 0.0191 | 0.54 |
Estimation Period:
Apr 4, 2017 to Feb 6, 2026
Apr 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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