Bank of Shanghai Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.02% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 11.62 | |
| 0.1888 | 8.94 | |
| 0.8176 | 81.31 | |
| -0.0796 | -3.75 |
Estimation Period:
Nov 16, 2016 to Feb 6, 2026
Nov 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Shanghai Co., Ltd. Analyses
Other GJR-GARCH Analyses on International Equities